The effects of local electronic interactions and finite temperatures upon the transmission across the Cu$_4$CoCu$_4$ metallic heterostructure are studied in a combined density functional and dynamical mean field theory. It is shown that, as the electronic correlations are taken into account via a local but dynamic self-energy, the total transmission at the Fermi level gets reduced (predominantly in the minority spin channel), whereby the spin polarization of the transmission increases. The latter is due to a more significant $d$-electrons contribution, as compared to the non-correlated case in which the transport is dominated by $s$ and $p$ electrons.