We present a systematic investigation of the structural, magnetic, electronic, mechanical, and thermodynamic properties of CmO2 with the local density approximation (LDA)+U and the generalized gradient approximation (GGA)+U approaches. The strong Coulomb repulsion and the spin-orbit coupling (SOC) effects on the lattice structures, electronic density of states, and band gaps are carefully studied, in comparing with other AO2 (A=U, Np, Pu, and Am). Ferromagnetic configuration with half-metallic character is predicted to be energetically stable while a chargetransfer semiconductor is predicted for antiferromagnetic configuration. The elastic constants and phonon spectra show that the fluorite structure is mechanical and dynamical stable. Based on first-principles phonon density of state, the lattice vibrational energy is calculated using the quasiharmonic approximation. Then, the Gibbs free energy, thermal expansion coefficient, specific heat, and entropy are obtained and compared with experimental data. The mode Grüneisen parameters are presented to analyze the anharmonic properties. The Slack relation is applied to obtain the lattice thermal conductivity in temperature range of 300-1600 K. The phonon group velocities are also calculated to investigate the heat transfer. For all these properties, if available, we compare the results of CmO2 with other AO2.