  Distribution dependent stochastic differential equations have been a very hot
subject with extensive studies. On the other hand, under the $G$-expectation
framework, stochastic differential equations driven by $G$-Brownian motion (in
short form, $G$-SDEs) have received increasing attentions, and the existence
and uniqueness of solutions to $G$-SDEs under Lipschitz and non-Lipschitz
conditions have been obtained. Based on these studies, it is very natural and
also important to investigate the $G$-SDEs which are also distribution
dependent. In this paper, we are concerned with the well-posedness of the
distribution dependent $G$-SDEs. To this end, we first introduce a proper
distance of the involved distribution functions and propose a new formulation
of the distribution dependent $G$-SDEs. Then, by utilising fix point argument,
we establish existence and uniqueness of the solutions of distributed dependent
$G$-SDEs under Lipschitz condition. Finally, we derive certain estimates for
the solutions of the distribution dependent $G$-SDEs.
