  In this paper, we study the mean reflected stochastic differential equations
driven by G- Brownian motion, where the constraint depends on the distribution
of the solution rather than on its paths. Well-posedness is achieved by first
investigating the Skorokhod problem with mean reflection under the
G-expectation. Two approaches to constructing the solution are introduced, both
offering insights into desired properties and aiding in the application of the
contraction mapping method. Additionally, a new technique is proposed to prove
the first propagation of chaos result for mean reflected G-SDEs, overcoming
challenges posed by the nonlinearity of G- expectation and the
non-deterministic nature of the quadratic variation of G-Brownian motion.
