In　this　paper,　we　consider　an　optimal　control　problem　where　the　control　system　is　described　by　a　mean-field　forward-backward　stochastic　differential　equation　(mean-field　FBSDE,　for　short),　while　the　terminal　state　of　the　forward　equation　is　constrained　in　a　convex　set　and　the　cost　functional　is　g-expectation　form.　First,　by　introducing　a　new　mean-field　backward　stochastic　differential　equation　(mean-field　BSDE,　for　short),　we　transform　the　problem　under　g-expectation　into　classical　expec-tation.　Then　the　control　system　is　transformed　into　an　equivalent　mean-field　BSDE　by　using　the　theory　of　stochastic　differential　equation.　Next,　by　Ekeland＇s　variational　principle,　the　maximum　principle　is　obtained,　which　is　the　necessary　condition　for　optimal　control.　Finally,　the　maximum　principle　of　stochastic　linear　quadratic　control　problem　with　terminal　state　constraints　under　g　-expectation　is　studied.　©　2023　Technical　Committee　on　Control　Theory,　Chinese　Association　of　Automation.