Due to the high quality of Gaia DR2 stellar parallaxes and proper motions, we can study the Cygnus OB2 region up to G = 17.5 mag in circular region centred at (l, b) = (79.8°, +0.8°) of radius 1°. We detect four overdensities in the Vector Point Diagram. We apply a parametric model of the proper motion distribution and determine their mean proper motions, identify their members, and estimate their distances by analysing the parallaxes of the most probable members. We confirm that one of these regions is Cygnus OB2, whose mean proper motion is (µαcosδ, µδ) = (-2.71 ± 0.02, -4.24 ± 0.02) mas yr–1. We identify 2767 astrometric members at an estimated distance of 1683 ± 5 pc. A detailed comparison of these members with 333 photometric and spectroscopic Cygnus OB2 members shows that 33 stars of the last group are not members, 16 of them are O-B stars. 300 members in common lead to estimate a distance to the association of 1669 ± 6 pc. One of the remaining overdensities is the open cluster UCB585 for which we find eight more members, located at ∼1460 pc. The other two groups count 179 and 188 proper motion members which are distributed throughout the region and situated at a distance of ∼1280 pc. The estimated distances of these four groups suggest the existence of different substructures in the Cygnus OB2 region along the line of sight.