Non-resonant inelastic x ray scattering (NIXS) experiments have been performed to probe the 5d-5f electronic transitions at the uranium O(4,5) absorption edges in uranium dioxide. For small values of the scattering vector q, the spectra are dominated by dipole-allowed transitions encapsulated within the giant resonance, whereas for higher values of q the multipolar transitions of rank 3 and 5 give rise to strong and well-defined multiplet structure in the pre-edge region. The origin of the observed non-dipole multiplet structures is explained on the basis of many-electron atomic spectral calculations. The results obtained demonstrate the high potential of NIXS as a bulk-sensitive technique for the characterization of the electronic properties of actinide materials.