We present a systematic study of the electronic structure of several prototypical correlated transition-metal oxides: VO 2 , V 2 O 3 , Ti 2 O 3 , LaTiO 3 , and YTiO 3 . In all these materials, in the low-temperature insulating phases the local and semilocal density approximations (LDA and GGA, respectively) of density-functional theory yield a metallic Kohn-Sham band structure. Here we show that, without invoking strong-correlation effects, the role of nonlocal exchange is essential to cure the LDA/GGA delocalization error and provide a band-structure description of the electronic properties in qualitative agreement with the experimental photoemission results. To this end, we make use of hybrid functionals that mix a portion of nonlocal Fock exchange with the local LDA exchange-correlation potential. Finally, we discuss the advantages and the shortcomings of using hybrid functionals for correlated transition-metal oxides.