  In this paper, we study averaging principle for a class of McKean-Vlasov
stochastic differential equations (SDEs) that contain multiplicative fractional
noise with Hurst parameter $H > $ 1/2 and highly oscillatory drift coefficient.
Here the integral corresponding to fractional Brownian motion is the
generalized Riemann-Stieltjes integral. Using Khasminskii's time discretization
techniques, we prove that the solution of the original system strongly
converges to the solution of averaging system as the times scale $ \epsilon $
gose to zero in the supremum- and H\"older-topologies which are sharpen
existing ones in the classical Mckean-Vlasov SDEs framework.
