We present the results of a deep search for associated radio features in the vicinity of the microquasar Cygnus X-3. The motivation behind is to find out evidence for interaction between its relativistic jets and the surrounding interstellar medium, which could eventually allow us to perform calorimetry of the total energy released by this microquasar during its flaring lifetime. Remarkably, two radio sources with mJy emission level at centimeter wavelengths have been detected in excellent alignment with the position angle of the inner radio jets. We propose that these objects could be the hot spots where the relativitic outflow collides with the ambient gas in analogy with Fanaroff-Riley II radio galaxies. These candidate hot spots are within a few arc-minutes of Cygnus X-3 and, if physically related, the full linear extent of the jet would reach tens of parsecs. We discuss here the evidence currently available to support this hypothesis based on both archival data and our own observations.