The structural and electronic properties of small uranium oxide clusters UnOm (n=1-3, m=1-3n) are systematically studied within the screened hybrid density functional theory. It is found that the formation of U-O-U bondings and isolated U-O bonds are energetically more stable than U-U bondings. As a result, no uranium cores are observed. Through fragmentation studies, we find that the UnOm clusters with the m/n ratio between 2 and 2.5 are very stable, hinting that UO2+x hyperoxides are energetically stable. Electronically, we find that the O-2p states always distribute in the deep energy range, and the U-5f states always distribute at the two sides of the Fermi level. The U-6d states mainly hybridize with the U-5f states in U-rich clusters, while hybridizing with O-2p states in O-rich clusters. Our work is the first one on the screened hybrid density functional theory level studying the atomic and electronic properties of the actinide oxide clusters.