We study the broad band ( 3-100 keV ) spectrum of Cygnus X–2 with INTEGRAL . We find that the spectrum is well fitted by a Comptonized component with a seed-photons temperature of \sim 1 keV , an electron temperature of \sim 3 keV and an optical depth \tau \sim 8 . Assuming spherical geometry , the radius of the seed-photons emitting region is \sim 17 km . The source shows no hard X-ray emission ; it was detected only at a 3 \sigma level above 40 keV . We also analyzed public ISGRI data of Cyg X–2 to investigate the presence of a hard X–ray component . We report the possible presence of hard X-ray emission in one data set .