We investigate the effect of strong Coulomb correlations on the electronic structure of the Pu-based superconductor PuCoGa5 by employing the relativistic local spin density approximation+ Hubbard U (LSDA+U) method. The inclusion of intra-atomic Coulomb U and exchange J parameters leads to a significant reconstruction of the f states electronic structure over that given by the LSDA approach. At variance with the LSDA, the LSDA+U suggests "jj"-like coupling for the Pu 5f manifold.