Axion-like particles (ALPs), with masses up to a few 100 keV and coupled with photons can be efficiently produced in the Horizontal Branch (HB) stars in Globular Clusters, contributing to a significant energy-loss. For sufficiently large values of the ALP mass and coupling to photons, a significant fraction of ALPs decay inside the star, leading to an efficient energy transfer. Using a new ballistic recipe that covers both the energy-loss and energy-transfer regimes, the first dedicated simulation of GC stars including the ALP energy transfer has been performed, constraining ALPs with $m_a \lesssim 0.4$ MeV and $g_{a\gamma} \lesssim 10^{-5}$ GeV$^{-1}$. The combination of this bound with constraints from beam-dump experiments and SN 1987A covers a wide region of the heavy ALP parameter space. In this talk I will describe how astrophysical sources, such as HB stars and supernovae, can be used to constrain ALPs coupled with photons, with masses lower than a few 100 MeV.