Effects of Coulomb correlation on the LaFeAsO electronic structure are investigated by the LDA + DMFT(QMC) method (combination of the local density approximation with the dynamic mean-field theory; impurity solver is a quantum Monte Carlo algorithm). The calculation results show that LaFeAsO is in the regime of intermediate correlation strength with a significant part of the spectral density moved from the Fermi energy to the Hubbard bands and far from the edge of the metal-insulator transition. Correlations affect iron d-orbitals differently. The t 2g states (xz, yz and x 2 - y 2 orbitals) have a higher energy due to crystal field splitting and are nearly half-filled. Their spectral functions have a pseudogap with the Fermi level position on the higher subband slope. The lower energy e g set (xy and 3z 2 - r 2 orbitals) have occupancies significantly larger than 1/2 with typically metallic spectral functions.