The ALICE Collaboration has measured the energy dependence of exclusive photoproduction of J / ψ vector mesons off proton targets in ultra–peripheral p–Pb collisions at a centre-of-mass energy per nucleon pair sNN=5.02 TeV. The e + e - and μ + μ - decay channels are used to measure the cross section as a function of the rapidity of the J / ψ in the range - 2.5 < y< 2.7 , corresponding to an energy in the γp centre-of-mass in the interval 40 < W γp < 550 GeV. The measurements, which are consistent with a power law dependence of the exclusive J / ψ photoproduction cross section, are compared to previous results from HERA and the LHC and to several theoretical models. They are found to be compatible with previous measurements.