We report on a Spitzer /IRS ( mid-infrared ) , RXTE /PCA+HEXTE ( X-ray ) , and Ryle ( radio ) simultaneous multiwavelength study of the microquasar Cygnus X-1 , which aimed at an investigation of the origin of its mid-infrared emission . Compact jets were present in two out of three observations , and we show that they strongly contribute to the mid-infrared continuum . During the first observation , we detect the spectral break - where the transition from the optically thick to the optically thin regime takes place - at about 2.9 \times 10 ^ { 13 } Hz . We then show that the jet ’ s optically thin synchrotron emission accounts for the Cygnus X-1 ’ s emission beyond 400 keV , although it can not alone explain its 3 - 200 keV continuum . A compact jet was also present during the second observation , but we do not detect the break , since it has likely shifted to higher frequencies . In contrast , the compact jet was absent during the last observation , and we show that the 5 - 30 \mu m mid-infrared continuum of Cygnus X-1 stems from the blue supergiant companion star HD 226868 . Indeed , the emission can then be understood as the combination of the photospheric Raleigh-Jeans tail and the bremsstrahlung from the expanding stellar wind . Moreover , the stellar wind is found to be clumpy , with a filling factor f _ { \infty } \approx 0.09 - 0.10 . Its bremsstrahlung emission is likely anti-correlated to the soft X-ray emission , suggesting an anti-correlation between the mass-loss and mass-accretion rates . Nevertheless , we do not detect any mid-infared spectroscopic evidence of interaction between the jets and the Cygnus X-1 ’ s environment and/or companion star ’ s stellar wind .