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We calculate the free energies F for U (1) gauge theories on the dimensional sphere of radius R. For the theory with free Maxwell action we find the exact result as a function of d; When the U(1) gauge theory is coupled to a sufficient number Nf of massless 4-component fermions, it acquires an interacting conformal phase, which in d < 4 describes the long distance behavior of the model. The conformal phase can be studied using large Nf methods. We compute its sphere free energy as a function of d, ignoring the terms of order 1/Nf and higher. For finite Nf , we develop the 4−ε expansion for the sphere free energy of conformal QEDd. For Nf at or below some critical value Ncrit, the SU(2Nf) symmetric conformal phase of QED3 is expected to disappear or become unstable. By using the F-theorem and comparing the sphere free energies in the conformal and broken symmetry phases, we show that Ncrit ≤ 4.