Understanding the heating and cooling mechanisms in nearby (Ultra) luminous infrared galaxies can give us insight into the driving mechanisms in their more distant counterparts. Molecular emission lines play a crucial role in cooling excited gas, and recently, with Herschel Space Observatory we have been able to observe the rich molecular spectrum. CO is the most abundant and one of the brightest molecules in the Herschel wavelength range. CO transitions are observed with Herschel, and together, these lines trace the excitation of CO. We study Arp 299, a colliding galaxy group, with one component harboring an AGN and two more undergoing intense star formation. For Arp 299 A, we present PACS spectrometer observations of high-J CO lines up to J=20-19 and JCMT observations of $^{13}$CO and HCN to discern between UV heating and alternative heating mechanisms. There is an immediately noticeable difference in the spectra of Arp 299 A and Arp 299 B+C, with source A having brighter high-J CO transitions. This is reflected in their respective spectral energy line distributions. We find that photon-dominated regions (PDRs) are unlikely to heat all the gas since a very extreme PDR is necessary to fit the high-J CO lines. In addition, this extreme PDR does not fit the HCN observations, and the dust spectral energy distribution shows that there is not enough hot dust to match the amount expected from such an extreme PDR. Therefore, we determine that the high-J CO and HCN transitions are heated by an additional mechanism, namely cosmic ray heating, mechanical heating, or X-ray heating. We find that mechanical heating, in combination with UV heating, is the only mechanism that fits all molecular transitions. We also constrain the molecular gas mass of Arp 299 A to 3e9 Msun and find that we need 4% of the total heating to be mechanical heating, with the rest UV heating.