Recently a new radio source was detected with the VLA close to Cygnus A at a distance of about 460 parsec from the center of the AGN. The source is not directly associated with the VLBI core and the jets, but coincides with a compact optical/near-IR source. We detected the new source on sub-parsec scales with EVN observations at 1.3 cm in March 2017 and 6 cm in June 2017. It appears nearly point-like and more luminous than any known radio super-nova. The most plausible origin of the emission is a recent onset of activity from a so far not detected secondary super-massive black hole (SMBH). It could be an extreme type of a super-nova, but the enormous luminosity and compactness on sub-parsec scales and the flat spectral index suggest that a secondary SMBH may exist in the immediate surroundings of the central engine in Cygnus A. Here we present our EVN observations and discuss their implications.