The formalism for exactly calculating the retarded and advanced Greens functions of strongly correlated lattice models in a uniform electric field is derived within dynamical mean-field theory. To illustrate the method, we solve for the nonequilibrium density of states of the Hubbard model in both the metallic and Mott insulating phases at half-filling (with an arbitrary strength electric field) by employing the numerical renormalization group as the impurity solver. This general approach can be applied to any strongly correlated lattice model in the limit of large dimensions.