One of the most promising solutions for the cooling flow problem involves energy injection from the central AGN. However it is still not clear how collimated jets can heat the ICM at large scale, and very little is known concerning the effect of radio lobe expansion as they enter into pressure equilibrium with the surrounding cluster gas. Cygnus A is one of the best examples of a nearby powerful radio galaxy for which the synchrotron emitting plasma and thermal emitting intra-cluster medium can be mapped in fine detail, and previous observations have inferred possible shock structure at the location of the cocoon. We use new XMM-Newton observations of Cygnus A, in combination with deep Chandra observations, to measure the temperature of the intra-cluster medium around the expanding radio cavities. We investigate how inflation of the cavities may relate to shock heating of the intra-cluster gas, and whether such a mechanism is sufficient to provide enough energy to offset cooling to the extent observed.