We propose a feasible experimental scheme to direct measure heat and work in cold atomic setups. The method is based on a recent proposal which shows that work is a positive operator valued measure (POVM). In the present contribution, we demonstrate that the interaction between the atoms and the light polarization of a probe laser allows us to implement such POVM. In this way the work done on or extracted from the atoms after a given process is encoded in the light quadrature that can be measured with a standard homodyne detection. The protocol allows one to verify fluctuation theorems and study properties of the non-unitary dynamics of a given thermodynamic process.