We study optimal control problems for a class of dynamical system of McKean–Vlasov type exhibiting mean-field effects, namely where the coefficients also depend on the joint distribution of the state and control. The controlled system is subject to regime switching driven by a hidden Markov chain, so that the problems under consideration are partially observed. The main contribution of this paper is to show how the distribution dependence can be handled within a change-of-probability framework, leading to a well-posed separated control problem. We derive a controlled Zakai equation with a specific structure for the unnormalized filter, and show that the corresponding value function satisfies a dynamic programming principle. This yields a Bellman equation posed on a convex subset of a Wasserstein space, characterizing the optimal control problem under partial observation. The paper is available as arXiv:2601.09311v1.