Optical studies on single crystals of U:LiYF4 grown by the Czochralski method are carried out. Absorption spectra in UV, visible and IR performed at room and low temperature are characteristic of tetravalent uranium. Under reducing conditions, single crystals of U:LiYF4 are brown and the absorption spectra exhibit a strong large band around 500 nm typical of the f-d transitions of U3+ (5f3 configuration) while the bands in the IR between 2000 and 2400 nm correspond to the absorption of the I-4(11/2) state. From the analysis of the IR emission spectra between 1900 and 3000 nm at 300 and 10 K, the level scheme of I-4(9/2) and I-4(11/2) has been deduced.