We study the electron energy-loss spectra of strongly correlated electronic systems doped away from half-filling using dynamical mean-field theory (d = ∞). The formalism can be used to study the loss spectra in the optical (q = 0) limit, where it is simply related to the optical response, and hence can be computed in an approximation-free way in d = ∞ dimensions. We apply the general formalism to the one-band Hubbard model away from n = 1, with inclusion of site-diagonal randomness to simulate effects of doping. The interplay between the coherence-induced plasmon feature and the incoherence-induced high-energy continuum is explained in terms of the evolution in the local spectral density upon hole doping. Inclusion of static disorder is shown to result in qualitative changes in the low-energy features, in particular to the overdamping of the plasmon feature, resulting in a completely incoherent response. The calculated lineshapes of electron energy-loss spectra are compared to the lineshapes of experimentally observed spectra for the normal state of the high-T_c materials near optimal doping and good qualitative agreement is found.