We investigate the dielectric response, the optical conductivity, and the plasmon spectrum of a two-dimensional electron gas with Rashba and Dresselhaus spin–orbit (SO) interaction. Using the self-consistent field approach, we derive expressions for the dispersion relations of the intra- and inter-SO plasmons. We found that the latter is immersed within the continuum of inter-SO single-particle excitations. The intra-SO plasmons remain undamped and almost unaffected by the SO coupling. The longitudinal optical conductivity shows, however, a dependence on the direction of the externally applied potential, caused by the anisotropic splitting of the spin states. In addition to the control through the driving frequency or electrical gating, this new aspect of the optical absorption spectrum might be useful in spintronics applications.