We compare electronic structures of single FeSe layer films on SrTiO$_3$ substrate (FeSe/STO) and K$_x$Fe$_{2-y}$Se$_{2}$ superconductors obtained from extensive LDA and LDA+DMFT calculations with the results of ARPES experiments. It is demonstrated that correlation effects on Fe-3d states are sufficient in principle to explain the formation of the shallow electron -- like bands at the M(X)-point. However, in FeSe/STO these effects alone are apparently insufficient for the simultaneous elimination of the hole -- like Fermi surface around the $Gamma$-point which is not observed in ARPES experiments. Detailed comparison of ARPES detected and calculated quasiparticle bands shows reasonable agreement between theory and experiment. Analysis of the bands with respect to their origin and orbital composition shows, that for FeSe/STO system the experimentally observed replica quasiparticle band at the M-point (usually attributed to forward scattering interactions with optical phonons in SrTiO$_3$ substrate) can be reasonably understood just as the LDA calculated Fe-3d$_{xy}$ band, renormalized by electronic correlations. The only manifestation of the substrate reduces to lifting the degeneracy between Fe-3d$_{xz}$ and Fe-3d$_{yz}$ bands in the vicinity of M-point. For the case of K$_x$Fe$_{2-y}$Se$_{2}$ most bands observed in ARPES can also be understood as correlation renormalized Fe-3d LDA calculated bands, with overall semi -- quantitative agreement with LDA+DMFT calculations.