<p>In this paper, we investigate the viability of solutions to some McKean-Vlasov stochastic differential equations which involve a random time change <i>E</i>_<i>t</i> given by an inverse subordinator <i>D</i>_<i>t</i>. By establishing a so-called duality principle and the viability for McKean-Vlasov stochastic differential equations with the standard Brownian motion, we obtain some sufficient conditions on the viability of solutions to McKean-Vlasov stochastic differential equations driven by time-changed Brownian motion with one drift term d<i>E</i>_<i>t</i> with respect to a given non-empty smooth closed set. In addition, we gain some sufficient conditions for the viability of a generalized non-empty closed convex set <i>K</i> by the distance function induced by <i>K</i>. For time-changed McKean-Vlasov stochastic differential equations with two drift terms, one driven by the random change <i>E</i>_<i>t</i> and the other driven by non-random time <i>t</i>, by establishing some time-changed Gronwall-like inequalities, we give some sufficient conditions for the viability of the non-empty closed convex set <i>K</i> via the distance function induced by <i>K</i>.</p>