We show that electron- and hole-doped BaFe2As2 are strongly influenced by a Mott insulator that would be realized for half-filled conduction bands. Experiments show that weakly and strongly correlated conduction electrons coexist in much of the phase diagram, a differentiation which increases with hole doping. This selective Mottness is caused by the Hund's coupling effect of decoupling the charge excitations in different orbitals. Each orbital then behaves as a single-band doped Mott insulator, where the correlation degree mainly depends on how doped is each orbital from half filling. Our scenario reconciles contrasting evidences on the electronic correlation strength, implies a strong asymmetry between hole and electron doping, and establishes a deep connection with the cuprates.