We investigate the effect of mass imbalance in binary Fermi mixtures loaded in optical lattices. Using dynamical mean-field theory, we study the transition from a fluid to a Mott insulator driven by the repulsive interactions. For almost every value of the parameters we find that the light species with smaller bare mass is more affected by correlations than the heavy one, so that their effective masses become closer than their bare masses before a Mott transition occurs. The strength of the critical repulsion decreases monotonically as the mass imbalance grows so that the minimum is realized when one of the species is localized. The evolution of the spectral functions testifies that a continuous loss of coherence and a destruction of the Fermi liquid occur as the imbalance grows. The two species display distinct properties and experimentally-observable deviations from the behavior of a balanced Fermi mixture.