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 10.4m Gran Telescopio CANARIAS telescope, which is the deepest optical catalog of CygOB2 to date. The catalog consists of 64,157 sources down to M=0.15M_{sun}_ 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 2.64m<A_V_<5.57m range. We derive an extinction map of the region, finding a median value of A_V_=4.33m 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+/-25pc from the Sun.