Generation of high harmonics in a monolayer graphene initiated by strong coherent radiation field, taking into account electron-electron Coulomb interaction is investigated. A microscopic theory describing the nonlinear optical response of graphene is developed. The Coulomb interaction of electrons is treated in the scope of dynamic Hartree-Fock approximation. The closed set of integrodifferential equations for the single-particle density matrix of a graphene quantum structure is solved numerically. The obtained solutions show the significance of many-body Coulomb interaction on the high harmonic generation process in graphene.