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The task of Knowledge Graph Completion (KGC) aims to automatically infer the missing fact information in Knowledge Graph (KG). In this paper, we take a new perspective that aims to leverage rich user-item interaction data (user interaction data for short) for improving the KGC task. Our work is inspired by the observation that many KG entities correspond to online items in application systems. However, the two kinds of data sources have very different intrinsic characteristics, and it is likely to hurt the original performance using simple fusion strategy. To address this challenge, we propose a novel adversarial learning approach by leveraging user interaction data for the KGC task. Our generator is isolated from user interaction data, and serves to improve the performance of the discriminator. The discriminator takes the learned useful information from user interaction data as input, and gradually enhances the evaluation capacity in order to identify the fake samples generated by the generator. To discover implicit entity preference of users, we design an elaborate collaborative learning algorithms based on graph neural networks, which will be jointly optimized with the discriminator. Such an approach is effective to alleviate the issues about data heterogeneity and semantic complexity for the KGC task. Extensive experiments on three real-world datasets have demonstrated the effectiveness of our approach on the KGC task.