A method to calculate the statistics of energy exchange between quantum systems is presented. The generating function of this statistics is expressed through a Keldysh path integral. The method is first applied to the problem of heat dissipation from a biased mesoscopic conductor into the adjacent reservoirs. We then consider energy dissipation in an electrical circuit around a mesoscopic conductor. We derive the conditions under which measurements of the fluctuations of heat dissipation can be used to investigate higher-order cumulants of the charge counting statistics of a mesoscopic conductor.