  In this paper, we analyze mean-field reflected backward stochastic
differential equations when the driver has quadratic growth in the second
unknown $z$. Using linearization technique and BMO martingale theory, we first
apply fixed point argument to establish uniqueness and existence result for the
case with bounded terminal condition and obstacle. Then, with the help of a
$\theta$-method, we develop a successive approximation procedure to remove the
boundedness condition on the terminal condition and obstacle when the generator
is concave (or convex) with respect to the 2nd unknown $z$
