This paper is mainly concerned with the large deviation principle for a fractional McKean-Vlasov stochastic reaction-diffusion equation defined on \(\displaystyle \mathbb {R}^n\) , featuring a polynomial drift of arbitrary degree. We first prove the well-posedness of the underlying equation under a dissipative condition, and then show the strong convergence of solutions of the corresponding controlled equation with respect to the weak topology of controls, by employing the idea of uniform tail-ends estimates of solutions in order to circumvent the non-compactness of Sobolev embeddings on unbounded domains. We finally establish the large deviation principle of the fractional McKean-Vlasov equation by the weak convergence method without assuming the time Hölder continuity of the non-autonomous diffusion coefficients.
