Effects of Coulomb correlation on LaOFeAs electronic structure have been investigated by LDA+DMFT(QMC) method. The calculation results show that LaOFeAs is in the regime of intermediate correlation strength with significant part of the spectral density moved from the Fermi energy to Hubbard bands. However the system is not on the edge of metal insulator-transition because increase of the Coulomb interaction parameter value from $U$=4.0 eV to $U$=5.0 eV did not result in insulator state. Correlations affect different d-orbitals not in the same way. $t_{2g}$ states ($xz,yz$ and $x^2-y^2$ orbitals) have higher energy due to crystal filed splitting and are nearly half-filled. Their spectral functions have pseudogap with Fermi energy position on the higher sub-band slope. Lower energy $e_g$ set of d-orbitals ($3z^2-r^2$ and $xy$) have significantly larger occupancy values with typically metallic spectral functions.
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