Using high-quality Hubble Space Telescope observations, we construct the near infra-red (NIR) to far ultra-violet (FUV) spectral energy distribution (SED) of PSR B0656+14. The SED is non-monotonic. Fitting it with a simple combination of a Rayleigh-Jeans spectrum (UV) and non-thermal power-law (optical/NIR) leaves significant residuals, strongly hinting at one or more spectral features. We consider various models (combination of continuum components, and absorption/emission lines) with possible interpretations, and place them in the context of the broader spectral energy distribution. Surprisingly, the extrapolation of the best-fit X-ray spectral model roughly match the NIR-FUV data, and the power-law component is also consistent with the gamma-ray fluxes. We compare the multiwavelength SED of B0656+14 with those of other optical, X-ray and gamma-ray detected pulsars, and notice that a simple power-law spectrum crudely accounts for most of the non-thermal emission.