The electronic and magnetic properties of the transition metal sesqui-oxides Cr(2)O(3), Ti(2)O(3), and Fe(2)O(3) have been calculated using the screened exchange (sX) hybrid density functional. This functional is found to give a band structure, bandgap, and magnetic moment in better agreement with experiment than the local density approximation (LDA) or the LDA+U methods. Ti(2)O(3) is found to be a spin-paired insulator with a bandgap of 0.22 eV in the Ti d orbitals. Cr(2)O(3) in its anti-ferromagnetic phase is an intermediate charge transfer Mott-Hubbard insulator with an indirect bandgap of 3.31 eV. Fe(2)O(3), with anti-ferromagnetic order, is found to be a wide bandgap charge transfer semiconductor with a 2.41 eV gap. Interestingly sX outperforms the HSE functional for the bandgaps of these oxides.