The kinematic structure of the Cygnus OB2 association is investigated. No evidence of expansion or contraction is found at any scale within the region. Stars that are within $sim$ 0.5 parsecs of one another are found to have more similar velocities than would be expected by random chance, and so it is concluded that velocity substructure exists on these scales. At larger scales velocity substructure is not found. We suggest that bound substructures exist on scales of $sim$ 0.5 parsecs, despite the region as a whole being unbound. We further suggest that any velocity substructure that existed on scales > 0.5 parsecs has been erased. The results of this study are then compared to those of other kinematic studies of Cygnus OB2.