Carbon nanotubes (CNTs) are a promising material for high-performance electronics beyond silicon. But unlike silicon, the nature of the transport band gap in CNTs is not fully understood. The transport gap in CNTs is predicted to be strongly driven by electron-electron (e-e) interactions and correlations, even at room temperature. Here, we use dielectric liquids to screen e-e interactions in individual suspended ultra-clean CNTs. Using multiple techniques, the transport gap is measured as dielectric screening is increased. Changing the dielectric environment from air to isopropanol, we observe a 25% reduction in the transport gap of semiconducting CNTs, and a 32% reduction in the band gap of narrow-gap CNTs. Additional measurements are reported in dielectric oils. Our results elucidate the nature of the transport gap in CNTs, and show that dielectric environment offers a mechanism for significant control over the transport band gap.