  In this paper, we are concerned with multi-scale distribution dependent
stochastic differential equations driven by fractional Brownian motion (with
Hurst index $H>\frac12$ and standard Brownian motion, simultaneously. Our aim
is to establish a large deviation principle for the multi-scale distribution
dependent stochastic differential equations. This is done via the weak
convergence approach and our proof is based heavily on the fractional calculus.
