Counterdiabatic driving (CD) exploits auxiliary control fields to tailor the nonequilibrium dynamics of a quantum system, making possible the suppression of dissipated work in finite-time thermodynamics and the engineering of optimal thermal machines with no friction. We show that while the mean work done by the auxiliary controls vanishes, CD leads to a broadening of the work distribution. We derive a fundamental inequality that relates nonequilibrium work fluctuations to the operation time and quantifies the thermodynamic cost of CD in both critical and noncritical systems.