As the dimensions of physical systems approach the nanoscale, the laws of thermodynamics must be reconsidered due to the increased importance of fluctuations and quantum effects. While the statistical mechanics of small classical systems is relatively well understood, the quantum case still poses challenges. Here we set up a formalism that allows to calculate the full probability distribution of energy exchanges between a periodically driven quantum system and a thermalized heat reservoir. The formalism combines Floquet theory with a generalized master equation approach. For a driven two-level system and in the long-time limit, we obtain a universal expression for the distribution, providing clear physical insight into the exchanged energy quanta. We illustrate our approach in two analytically solvable cases and discuss the differences in the corresponding distributions. Our predictions could be directly tested in a variety of systems, including optical cavities and solid-state devices.