Materials with open-shell d or f-electrons are of great importance for their intriguing electronic, optical, and magnetic properties. Often termed as strongly correlated systems, they pose great challenges for first-principles studies based on density-functional theory (DFT) in the local density approximation or generalized gradient approximation (GGA). The DFT plus the Hubbard U correction (DFT + U) approach, which is widely used in first-principles studies of strongly correlated systems, depends on the local Coulomb interaction parameters (the Hubbard U and the Hund exchange J) that are often chosen empirically, which significantly limits its predictive capability. In this work, we propose a local screened Coulomb correction (LSCC) approach in which the on-site Coulomb interaction parameters are determined by the local electron density based on the Thomas-Fermi screening model in a system-dependent and self-consistent way. The LSCC approach is applied to several typical strongly correlated systems (MnO, FeO, CoO, NiO, β-MnO2, K2CuF4, KCuF3, KNiF3, La2CuO4, NiF2, MnF2, KMnF3, K2NiF4, La2NiO4, and Sr2CuO2Cl2), and the results are compared to those obtained from the hybrid functional and GGA methods. We found that the LSCC method can provide an accurate description of electronic and magnetic properties of considered strongly correlated systems and its performance is less sensitive to the effective range of the local projection than the closely related DFT + U approach. Therefore, the LSCC approach provides a parameter-free first-principles approach to strongly correlated systems.