In this paper, we introduce and study McKean-Vlasov processes of bridge type. Specifically, we examine a stochastic differential equation (SDE) of the form: $$\mathrm{d} ξ_t=-μ(t,\mathbb{E}[\varphi_1(ξ_t)]) \frac{ξ_t}{T-t} \mathrm{d} t+σ(t,\mathbb{E}[\varphi_2(ξ_t)]) \mathrm{d} W_t,\,\, t<T,$$ where $μ$ and $σ$ are deterministic functions that depend on time $t$ and the expectation of given functions $\varphi_1$ and $\varphi_2$ of the process, and $W$ is a Brownian motion. We establish the existence and uniqueness of solutions to this equation and analyze the behavior of the process as $t$ approaches $T$. Furthermore, we provide conditions ensuring the pinned property of the process $ξ$. Finally, we explore explicit solutions in specific cases of interest, including power-weighted expectations and second moments in the drift.