The effect of electronic interactions in graphene with vacancies or resonant scatterers is investigated. We apply dynamical mean-field theory in combination with quantum Monte Carlo simulations, which allow us to treat non-perturbatively quantum fluctuations beyond Hartree-Fock approximations. The interactions narrow the width of the resonance and induce a Curie magnetic susceptibility, signaling the formation of local moments. The absence of saturation of the susceptibility at low temperatures suggests that the coupling between the local moment and the conduction electrons is ferromagnetic.