We study the large deviations of the power injected by the active force for an Active Ornstein-Uhlenbeck Particle (AOUP), free or in a confining potential. For the free-particle case, we compute the rate function analytically in d-dimensions from a saddle-point expansion, and numerically in two dimensions by a) direct sampling of the active work in numerical solutions of the AOUP equations and b) Legendre-Fenchel transform of the scaled cumulant generating function obtained via a cloning algorithm. The rate function presents asymptotically linear branches on both sides and it is independent of the system's dimensionality, apart from a multiplicative factor. For the confining potential case, we focus on two-dimensional systems and obtain the rate function numerically using both methods a) and b). We find a different scenario for harmonic and anharmonic potentials: in the former case, the phenomenology of fluctuations is analogous to that of a free particle, but the rate function might be non-analytic; in the latter case the rate functions are analytic, but fluctuations are realised by entirely different means, which rely strongly on the particle-potential interaction.