The decay from excited levels in medium and heavy nuclei can be described in a statistical approach by means of Photon Strength Functions and Level Density distributions. The study of electromagnetic cascades following neutron capture based on the use of high efficiency detectors has been shown to be well suited for probing the properties of the Photon Strength Function of heavy (high level density) and/or radioactive (high background) nuclei. In this work we have investigated for the first time the validity of the recommended PSF of actinides, in particular (235)U, (238)Np and (241)Pu. Our study includes the search for resonance structures in the PSF below S(n) and draws conclusions regarding their existence and their characteristics in terms of energy, width and electromagnetic nature.