Electroweak bosons are sensitive probes of the initial state of heavy-ion collisions, of which a precise knowledge is required in order to disentangle initial state effects from phenomena induced by the presence of the quark--gluon plasma (QGP). The production rate of the Z and W$^\pm$ bosons is especially sensitive to the nuclear modification of the Parton Distribution Functions (PDF), and the muonic decays (Z $\rightarrow \mu^+\mu^-$ and W$^\pm \rightarrow \mu^\pm \nu$) offer medium-blind processes carrying this information to the detector where it can be directly collected. In this contribution, new measurements of electroweak bosons in p--Pb collisions at $\sqrt{s_{_{\rm NN}}}$ = 8.16 TeV and Pb--Pb collisions at $\sqrt{s_{_{\rm NN}}}$ = 5.02 TeV measured by the ALICE Collaboration are reported. The data are collected at forward rapidity with the ALICE muon spectrometer and are compared to theoretical predictions with and without including nuclear modifications.