The electronic structure of the rare-earth mononitrides LnN (where Ln =rare-earth), which are promising materials for future spintronics applications, is difficult to resolve experimentally due to a strong influence of defects on their transport and optical properties. At the same time, LnN are challenging for theory, since wide semiconducting/semimetallic 2p and 5d bands need to be described simultaneously with strongly correlated 4f states. Here, we calculate the many-body spectral functions and optical gaps of a series of LnN (with Ln = Pr, Nd, Sm, Gd, Tb, Dy, Ho, Er) by a density-functional+dynamical mean-field theory (DFT+DMFT) approach treating the correlated Ln 4f shells within the quasi-atomic Hubbard-I approximation. The on-site Coulomb interaction in the 4f shell is evaluated by a constrained DFT+Hubbard-I approach. Furthermore, to improve the treatment of semiconducting bands in DFT+DMFT, we employ the modified Becke-Johnson semilocal exchange potential. Focusing on the paramagnetic high-temperature phase, we find that all investigated LnN are pd semiconductors with gap values ranging from 1.02 to 2.14 eV along the series. The pd band gap is direct for light Ln = La...Sm and becomes indirect for heavy rare-earths. Despite a pronounced evolution of the Ln 4f states along the series, empty 4f states are invariably found above the bottom of the 5d conduction band. The calculated spectra agree well with those available from x-ray photoemission, x-ray emission and x-ray absorption measurements.