In high-energy hadron collisions, direct photons can be produced in various processes andare of particular interest to study the hot QCD medium since they escape it without being affected.These proceedings present the latest ALICE experiment results concerning direct photon productionin proton-proton (pp), proton-lead (p–Pb) and lead-lead (Pb–Pb) collisions. All measurements agreewith pQCD calculations at high transverse momentum (pT) and show no direct photon excess at lowpT in small systems while a low-pT signal is found in central Pb–Pb collisions.