Fluctuation theorems allow one to make generalised statements about the behaviour of thermodynamic quantities in systems that are driven far from thermal equilibrium. In this article we apply Crooks fluctuation theorem to understand the entropy production of a continuously measured, zero-temperature quantum system; namely an optical cavity measured via homodyne detection. Our analysis shows that the entropy production can be well defined at zero temperature by considering entropy in the measurement record. We link this result to the Cramer-Rao inequality and show that the product of the Fisher information in the work distribution with the entropy production is bounded below by the square of the inverse energy fluctuations. This inequality indicates that there is a minimal amount of entropy production that is paid to acquire information about the work done to a quantum system driven far from equilibrium.