In ultra-peripheral collisions (UPC), when the impact parameter is larger than the sum of the nuclear radii, hadronic interactions are strongly suppressed while the cross sections for electromagnetic or photon-induced interactions remain large. The UPC allows the study of twophoton and photonuclear reactions in heavy-ion collisions. Exclusive interactions, where both nuclei remain in their ground state, are dominated by coherent photonuclear vector meson production and two-photon production of di-lepton pairs. Photoproduction of J/ψ is of particular interest, because it provides a powerful tool to study the gluon distribution function in the nuclei for x as low as 10-4. The ALICE experiment had two dedicated UPC triggers, at the central and forward rapidity regions, during the data taking of the first heavy-ion collisions in 2010. In this paper, we present the ongoing studies on the exclusive photo-production of J/ψ and ρ0.