The formation of stars in massive clusters is one of the main modes of the star formation process. However, the study of massive star forming regions is hampered by their typically large distances to the Sun. One exception to this is the massive star forming region Cygnus OB2 in the Cygnus X region, at the distance of about 1400 pc. Cygnus OB2 hosts very rich populations of massive and low-mass stars, being the best target in our Galaxy to study the formation of stars, circumstellar disks, and planets in presence of massive stars. In this paper we combine a wide and deep set of photometric data, from the r band to 24 micron, in order to select the disk bearing population of stars in Cygnus OB2 and identify the class I, class II, and stars with transition and pre-transition disks. We selected 1843 sources with infrared excesses in an area of 1 degree x 1 degree centered on Cyg OB2 in several evolutionary stages: 8.4% class I, 13.1% flat-spectrum sources, 72.9% class II, 2.3% pre-transition disks, and 3.3% transition disks. The spatial distribution of these sources shows a central cluster surrounded by a annular overdensity and some clumps of recent star formation in the outer region. Several candidate subclusters are identified, both along the overdensity and in the rest of the association.