This paper is concerned with partial-information mixed optimal stochastic continuous-singular control problem for mean-field stochastic differential equation driven by Teugels martingales and an independent Brownian motion, where the Teugels martingales are a family of pairwise strongly orthonormal martingales associated with Levy processes. The control variable has two components; the first being absolutely continuous, and the second singular. Partial-information necessary and sufficient conditions of optimal continuous-singular control for these mean-field models are investigated. As an illustration, this paper studies a partial-information linear quadratic control problem of mean-field type involving continuous-singular control.