In order to fully understand the gravitational collapse of molecular clouds, the star formation process, and the evolution of circumstellar disks, these phenomena must be studied in different Galactic environments with a range of stellar contents and positions in the Galaxy. The young massive association Cygnus OB2, in the Cygnus-X region, is a unique target to study how star formation and the evolution of circumstellar disks proceed in the presence of a large number of massive stars. We present a catalog obtained with recent optical observations in the r, i, z filters with OSIRIS, mounted on the 10.4 m Gran Telescopio CANARIAS telescope, which is the deepest optical catalog of Cyg OB2 to date. The catalog consists of 64,157 sources down to M = 0.15 M at the adopted distance and age of Cyg OB2. A total of 38,300 sources have good photometry in all three bands. We combined the optical catalog with existing X-ray data of this region, in order to define the cluster locus in the optical diagrams. The cluster locus in the r - i versus i - z diagram is compatible with an extinction of the optically selected cluster members in the 2.64 <A <5.57 range. We derive an extinction map of the region, finding a median value of A = 4.33 in the center of the association, decreasing toward the northwest. In the color-magnitude diagrams, the shape of the distribution of main-sequence stars is compatible with the presence of an obscuring cloud in the foreground ∼850 ± 25 pc from the Sun.