COVID-19, as a global health crisis, has triggered the fear emotion with unprecedented intensity. Besides the fear of getting infected, the outbreak of COVID-19 also created significant disruptions in peoples daily life and thus evoked intensive psychological responses indirect to COVID-19 infections. Here, we construct an expressed fear database using 16 million social media posts generated by 536 thousand users between January 1st, 2019 and August 31st, 2020 in China. We employ deep learning techniques to detect the fear emotion within each post and apply topic models to extract the central fear topics. Based on this database, we find that sleep disorders (nightmare and insomnia) take up the largest share of fear-labeled posts in the pre-pandemic period (January 2019-December 2019), and significantly increase during the COVID-19. We identify health and work-related concerns are the two major sources of fear induced by the COVID-19. We also detect gender differences, with females generating more posts containing the daily-life fear sources during the COVID-19 period. This research adopts a data-driven approach to trace back public emotion, which can be used to complement traditional surveys to achieve real-time emotion monitoring to discern societal concerns and support policy decision-making.