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This paper studies the numerical approximation for McKean-Vlasov stochasticdifferential equations driven by L\'evy processes. We propose a tamed-adaptiveEuler-Maruyama scheme and consider its strong convergence in both finite andinfinite time horizons when applying for some classes of L\'evy-drivenMcKean-Vlasov stochastic differential equations with non-globally Lipschitzcontinuous and super-linearly growth drift and diffusion coefficients.

On the infinite time horizon approximation for L\'evy-driven  McKean-Vlasov SDEs with non-globally Lipschitz continuous and super-linearly  growth drift and diffusion coefficients