Online social media provides a channel for monitoring peoples social behaviors and their mental distress. Due to the restrictions imposed by COVID-19 people are increasingly using online social networks to express their feelings. Consequently, there is a significant amount of diverse user-generated social media content. However, COVID-19 pandemic has changed the way we live, study, socialize and recreate and this has affected our well-being and mental health problems. There are growing researches that leverage online social media analysis to detect and assess users mental status. In this paper, we survey the literature of social media analysis for mental disorders detection, with a special focus on the studies conducted in the context of COVID-19 during 2020-2021. Firstly, we classify the surveyed studies in terms of feature extraction types, varying from language usage patterns to aesthetic preferences and online behaviors. Secondly, we explore detection methods used for mental disorders detection including machine learning and deep learning detection methods. Finally, we discuss the challenges of mental disorder detection using social media data, including the privacy and ethical concerns, as well as the technical challenges of scaling and deploying such systems at large scales, and discuss the learnt lessons over the last few years.