We present a systematic comparison of the lattice structures, electronic density of states, and band gaps of actinide dioxides, AnO(2) (An=Th, Pa, U, Np, Pu, and Am) predicted by the Heyd-Scuseria-Ernzerhof screened hybrid density functional (HSE) with the self-consistent inclusion of spin-orbit coupling (SOC). The computed HSE lattice constants and band gaps of AnO(2) are in consistently good agreement with the available experimental data across the series, and differ little from earlier HSE results without SOC. ThO(2) is a simple band insulator (f (0)), while PaO(2), UO(2), and NpO(2) are predicted to be Mott insulators. The remainders (PuO(2) and AmO(2)) show considerable O2p∕An5f mixing and are classified as charge-transfer insulators. We also compare our results for UO(2), NpO(2), and PuO(2) with the PBE+U, self interaction correction (SIC), and dynamic mean-field theory (DMFT) many-body approximations.