<p>This paper is concerned with a kind of partially observed nonzero-sum differential game of mean-field backward doubly stochastic differential equations, in which the coefficient contains not only the state process but also its marginal distribution. Moreover, the cost functional is also of mean-field type. A necessary condition in the form of maximum principle with Pontryagin s type for open-loop Nash equilibrium point of this type of partially observed game, and a verification theorem which is a sufficient condition for Nash equilibrium point are established. The theoretical results are applied to study a partially observed linear-quadratic game.</p>