Born in Daugavpils, at youth level Cauņa played for Dinaburg, being brought to Skonto Riga system at the age of 14 in 2002, where he spent three years.
[2][3] On 2 February 2009, he joined English Championship club Watford on loan until the end of the 2008–09 season, with a view to a permanent move.
Cauņa scored his first Watford goal on his full debut for the club, firing a powerful half-volley in a 2–2 draw with Southampton at Vicarage Road on 7 April 2009.
On 25 August 2010, he went on trial with English Premier League side Blackpool, playing in their Lancashire Senior Cup tie against Morecambe later the same day at Bloomfield Road, but did not stay with the club.
[6] At the start of 2011 Cauņa went on trial with the Russian Premier League side PFC CSKA Moscow, and on 1 February 2011 he was loaned to the club for four months.
On 26 August 2012, Cauņa scored his second RPL goal against Krylia Sovetov Samara – a powerful blast from 30 metres,[11] that was later highly rated and put him in the team of the week.