We present a large-scale study of diffuse X-ray emission in the nearby massive stellar association Cygnus OB2 as part of the Chandra Cygnus OB2 Legacy Program. We used 40 Chandra X-ray ACIS-I observations covering ∼1.0 deg2. After removing 7924 point sources detected in our survey and applying adaptive smoothing to the background-corrected X-ray emission, the adaptive smoothing reveals large-scale diffuse X-ray emission. Diffuse emission was detected in the subbands soft (0.5−1.2 keV) and medium (1.2−2.5 keV) and marginally in the hard (2.5−7.0 keV) band. From X-ray spectral analysis of stacked spectra we compute a total (0.5–7.0 keV) diffuse X-ray luminosity of
L
X
diff
≈
4.2 × 1034 erg s−1, characterized by plasma temperature components at kT ≈ 0.11, 0.40, and 1.18 keV, respectively. The H i absorption column density corresponding to these temperatures has a distribution consistent with N
H = (0.43, 0.80, 1.39) × 1022 cm−2. The extended medium-band energy emission likely arises from O-type stellar winds thermalized by wind−wind collisions in the most populated regions of the association, while the soft-band emission probably arises from less energetic termination shocks against the surrounding interstellar medium. Supersoft and soft diffuse emission appears more widely dispersed and intense than the medium-band emission. The diffuse X-ray emission is generally spatially coincident with low-extinction regions that we attribute to the ubiquitous influence of powerful stellar winds from massive stars and their interaction with the local interstellar medium. Diffuse X-ray emission is volume filling, rather than edge brightened, oppositely to other star-forming regions. We reveal the first observational evidence of X-ray halos around some evolved massive stars.