We study the statistics of the work done on a quantum critical system by quenching a control parameter in the Hamiltonian. We elucidate the relation between the probability distribution of the work and the Loschmidt echo, a quantity emerging usually in the context of dephasing. Using this connection we characterize the statistics of the work done on a quantum Ising chain by quenching locally or globally the transverse field. We show that for local quenches starting at criticality the probability distribution of the work displays an interesting edge singularity.