Summary: In this paper, we study the existence of an optimal control for systems, governed by stochastic differential equations of mean-field type. For non linear systems, we prove the existence of an optimal relaxed control, by using tightness techniques and Skorokhod selection theorem. The optimal control is a measure valued process defined on another probability space. In the case where the coefficients are linear maps and the cost functions are convex, we prove by using weak convergence techniques, the existence of an optimal strict control, adapted to the initial filtration.