We combine the single-site dynamical mean field theory (DMFT) with the non-local GW method. This is done fully self-consistently and we apply our formalism to a one-band Hubbard model. Eventually at self-consistency the full self-energy and polarization operator of the system are retrieved. Some numerical results, in the metallic as well as the insulator regime, are presented and briefly discussed. Depending on the involved interaction (GW) parameters, substantial changes are found when the GW self-energy is incorporated. However, the main point of this work is to demonstrate the applicability of the method, not to make any strict comparison with exact results and experiments.