We study the statistics of the work done in a zero temperature quench of the coupling constant in the Dicke model describing the interaction between an ensemble of two level systems and a single bosonic mode. When either the final or the initial coupling constants approach the critical coupling lambdac that separates the normal and superradiant phases of the system, the probability distribution of the work done displays singular behavior. The average work tends to diverge as the initial coupling parameter is brought closer to the critical value lambdac. In contrast, for quenches ending close to criticality, the distribution of work has finite moments but displays a sequence of edge singularities. This contrasting behavior is related to the difference between the processes of compression and expansion of a particle subject to a sudden change in its confining potential. We confirm this by studying in detail the time-dependent statistics of other observables, such as the quadratures of the photons and the total occupation of the bosonic modes.