We present a theoretical investigation of the effects of correlations on the electronic structure of the Mott insulator Sr$_2$IrO$_4$ upon electron doping. A rapid collapse of the Mott gap upon doping is found, and the electronic structure displays a strong momentum-space differentiation at low doping level: The Fermi surface consists of pockets centered around $(pi/2,pi/2)$, while a pseudogap opens near $(pi,0)$. Its physical origin is shown to be related to short-range spin correlations. The pseudogap closes upon increasing doping, but a differentiated regime characterized by a modulation of the spectral intensity along the Fermi surface persists to higher doping levels. These results, obtained within the cellular dynamical mean-field theory framework, are discussed in comparison to recent photoemission experiments and an overall good agreement is found.
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