Quarkonia are excellent probes for studying the properties of quark-gluon plasma formed in relativistic heavy-ion collisions at RHIC. In order to fully understand the observed suppression of quarkonium production in Au+Au collisions at $\sqrt{s_{\mathrm{NN}}}$ = 200 GeV, it is essential to understand the contribution from the cold nuclear matter (CNM) effects on the quarkonium production. Collisions of p+Au at the same energy can be used to study the CNM effects since these effects are expected to be dominant in such systems. We present the measurements of inclusive J/$\psi$ and $\Upsilon$ production modification in p+Au collisions (the nuclear modification factor $R_{\mathrm{pAu}}$) at $\sqrt{s_{\mathrm{NN}}}$ = 200 GeV. The results are extracted from data recorded by the STAR experiment in 2015 using the di-electron decay channel of the quarkonia. Comparisons are made to results from other experiments as well as to model calculations and physics implications are also discussed.