We propose a fully operational framework to study the non-equilibrium thermodynamics of a quantum system $S$ that is coupled to a detector $D$ whose state is continuously monitored, allowing to single out individual quantum trajectories of $S$. We focus on detailed fluctuation theorems and characterize the entropy production of the system. We establish fundamental differences with respect to the thermodynamic of unmonitored, unitarily evolved systems. We consider the paradigmatic example of circuit-QED, where superconducting qubits can be coupled to a continuously monitored resonator and show numerical simulations using state of the art experimental parameters.