We report an experimental and theoretical investigation of the lattice dynamics and thermal properties of the actinide dioxide NpO2. The energy-wave-vector dispersion relation for normal modes of vibration propagating along the [001], [110], and [111] high-symmetry lines in NpO2 at room temperature has been determined by measuring the coherent one-phonon scattering of x rays from an similar to 1.2-mg single-crystal specimen, the largest available single crystal for this compound. The results are compared against ab initio phonon dispersions computed within the first-principles density functional theory in the generalized gradient approximation plus Hubbard U correlation (GGA+U) approach, taking into account third-order anharmonicity effects in the quasiharmonic approximation. Good agreement with the experiment is obtained for calculations with an on-site Coulomb parameter U = 4 eV and Hund's exchange J = 0.6 eV in line with previous electronic structure calculations. We further compute the thermal expansion, heat capacity, thermal conductivity, phonon linewidth, and thermal phonon softening, and compare with available experiments. The theoretical and measured heat capacities are in close agreement with another. About 27% of the calculated thermal conductivity is due to phonons with energy higher than 25 meV (similar to 6 THz), suggesting an important role of high-energy optical phonons in the heat transport. The simulated thermal expansion reproduces well the experimental data up to about 1000 K, indicating a failure of the quasiharmonic approximation above this limit.