The paper concerns classical solution of path-dependent partial differential equations (PPDEs) with coefficients depending on both variables of path and path-valued measure, which are crucial to understanding large-scale mean-field interacting systems in a non-Markovian setting. We construct classical solutions of the PPDEs via solution of the forward and backward stochastic differential equations. To accommodate the intricacies introduced by the appearance of the path in the coefficients, we develop a novel technique known as the ``parameter frozen'' approach to the PPDEs.