We study the effect of strong correlations on the zero bias anomaly (ZBA) in disordered interacting systems. We focus on the two-dimensional extended Anderson-Hubbard model, which has both on-site and nearest-neighbor interactions on a square lattice. We use a variation of dynamical mean field theory in which the diagonal self-energy is solved self-consistently at each site on the lattice for each realization of the randomly-distributed disorder potential. Since the ZBA occurs in systems with both strong disorder and strong interactions, we use a simplified atomic-limit approximation for the diagonal inelastic self-energy that becomes exact in the large-disorder limit. The off-diagonal self-energy is treated within the Hartree-Fock approximation. The validity of these approximations is discussed in detail. We find that strong correlations have a significant effect on the ZBA at half filling, and enhance the Coulomb gap when the interaction is finite-ranged.