Ulrich bundles on Del Pezzo threefolds

We prove that for any $r \geq 2$ the moduli space of stable Ulrich bundles of rank $r$ and determinant $\mathcal O_X(r)$ on any smooth Fano threefold $X$ of index two is smooth of dimension $r^2+1$ and that the same holds true for even $r$ when the index is four, in which case no odd--rank Ulrich bundles exist. In particular this shows that any such threefold is Ulrich wild. As a preliminary result, we give necessary and sufficient conditions for the existence of Ulrich bundles on any smooth projective threefold in terms of the existence of a curve in the threefold enjoying special properties.