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We devise multigrid preconditioners for linear-quadratic space-time distributed parabolic optimal control problems. While our method is rooted in earlier work on elliptic control, the temporal dimension presents new challenges in terms of algorithm design and quality. Our primary focus is on the cG(s)dG(r) discretizations which are based on functions that are continuous in space and discontinuous in time, but our technique is applicable to various other space-time finite element discretizations. We construct and analyse two kinds of multigrid preconditioners: the first is based on full coarsening in space and time, while the second is based on semi-coarsening in space only. Our analysis, in conjunction with numerical experiments, shows that both preconditioners are of optimal order with respect to the discretization in case of cG(1)dG(r) for r = 0, 1 and exhibit a suboptimal behaviour in time for Crank–Nicolson. We also show that, under certain conditions, the preconditioner using full space-time coarsening is more efficient than the one involving semi-coarsening in space, a phenomenon that has not been observed previously. Our numerical results confirm the theoretical findings.