We have performed x-ray absorption experiments on uranium dioxide (UO₂) at the O 1s, U 4d, U 4f, and U 5d edges. After comprehensive energy calibrations for O 1s, U 4d, and U 4f spectra, we have used the U 4d and 4f spectra to sort the energetic positions of the 5f and the 6d states in the unoccupied band unambiguously. This demonstrates conclusively that UO₂ is an f - f Mott-Hubbard insulator, where the electronic repulsion between f electrons is responsible for the insulating state. Calculations performed within the U-corrected generalized gradient approximation of the optical response of UO₂ permit direct comparison with the absorption spectra and confirm the experimental results.