We have calculated the optical conductivity of a disorder-free single graphene sheet in the presence of spin-orbit coupling, using the Kubo formalism. Both intrinsic and structural-inversion-asymmetry induced types of spin splitting are considered within a low-energy continuum theory. Analytical results are obtained that allow us to identify distinct features arising from spin-orbit couplings. We point out how optical-conductivity measurements could offer a way to determine the strengths of spin splitting due to various origins in graphene. Comment: 7 pages, 5 figures, RevTex4; v2: added/updated references, changed figures, extended Introduction section; to appear in PRB