The origin of ultra-high-energy cosmic-rays remains one of the most important open questions in astrophysics. Active galactic nuclei (AGNs), the observational effect of accretion of matter onto super-massive black-holes, have long been considered a prime candidate for cosmic-ray acceleration. A powerful tool to investigate the sources of cosmic rays is multi-messenger astronomy: if cosmic rays are accelerated in AGNs' jets, they interact with low-energy photons producing mesons which then decay to photons, leptons and neutrinos. Cosmic ray acceleration is thus inevitably linked to the emission of gamma-rays and neutrinos. On 09/22/2017, IceCube and the gamma-ray instruments Fermi-LAT and MAGIC, observed the first evidence (at the 3 sigma level) of co-production of photons and neutrinos from the AGN TXS 0506+056. For the first time, theoretical models of hadronic emission from AGNs can thus be tested on both gamma-rays and neutrinos. In this talk, I will briefly introduce the detection of IceCube-170922A / TXS0506+056, and the hadronic emission models. Then I will present a review of the studies on the modeling and interpretation of this unique event, showing the capability of multi-messenger campaigns to elucidate acceleration and emission mechanisms in AGNs jets.