[en] We report on the results of four XMM-Newton observations separated by about ten days from each other of Cyg OB2 #8A [O6If + O5.5III(f)]. This massive colliding wind binary is a very bright X-ray emitter-one of the first X-ray emitting O-stars discovered by the Einstein satellite-as well as a confirmed non-thermal radio emitter whose binarity was discovered quite recently. The X-ray spectrum between 0.5 and 10.0 keV is essentially thermal, and is best fitted with a three-component model with temperatures of about 3, 9 and 20 MK. The X-ray luminosity corrected for the interstellar absorption is rather large, i.e. about 1034 erg s(-1). Compared to the 'canonical' L-X/L-bol ratio of O-type stars, Cyg OB2 # 8A was a factor of 19-28 overluminous in X-rays during our observations. The EPIC spectra did not reveal any evidence for the presence of a non-thermal contribution in X-rays. This is not unexpected considering that the simultaneous detections of non-thermal radiation in the radio and soft X-ray (below 10.0 keV) domains is unlikely. Our data reveal a significant decrease in the X-ray flux from apastron to periastron with an amplitude of about 20 per cent. Combining our XMM Newton results with those from previous ROSAT-PSPC and ASCA-SIS observations, we obtain a light curve suggesting a phase-locked X-ray variability. The maximum emission level occurs around phase 0.75, and the minimum is probably seen shortly after the periastron passage. Using hydrodynamic simulations of the wind-wind collision, we find a high X-ray emission level close to phase 0.75, and a minimum at periastron as well. The high X-ray luminosity, the strong phase-locked variability and the spectral shape of the X-ray emission of Cyg OB2 # 8A revealed by our investigation point undoubtedly to X-ray emission dominated by colliding winds.