The addition of Kr dopant to a deuterium or deuterium–tritium dense plasma focus (DPF) is conventionally thought to enhance radiative cooling of the imploding sheath, resulting in a tighter pinch and, under optimized conditions, increased neutron yield [M. Krishnan, IEEE Trans. Plasma Sci. 40, 3189 (2012)]. In this work, 2D radiation magnetohydrodynamic (MHD) simulations are conducted of a DPF at peak current levels in the 2–3 MA range with Kr dopant concentrations of 0%, 0.1%, and 1.0% (by volume). Fully kinetic simulations are required to accurately model the pinch stagnation and accurately predict total neutron yield (thermonuclear + beam target), as MHD simulations cannot capture kinetic effects or beam-target neutron production. However, insights can be gained from following the evolution of the bulk dynamics of the sheath. The results show that sheath width narrows with increasing dopant concentration due to increased radiation. Thermonuclear neutron yields of ∼109−1010 are observed, which is in good agreement with experimental data [E. N. Hahn et al., J. Appl. Phys. 128, 143302 (2020)] and simulations [N. Bennett et al., Phys. Plasmas 24, 021702 (2017)] that measure yields of ∼1011 at ∼2 MA with ∼1% of that yield having thermonuclear origin. Scaling in excess of the conventional ∝I4 scaling is observed, though this should be confirmed with 3D and/or fully kinetic simulations of Kr-doped DPFs.