Given the current social distancing regulations across the world, social media has become the primary mode of communication for most people. This has isolated millions suffering from mental illnesses who are unable to receive assistance in person. They have increasingly turned to online platforms to express themselves and to look for guidance in dealing with their illnesses. Keeping this in mind, we propose a solution to classify mental illness posts on social media thereby enabling users to seek appropriate help. In this work, we classify five prominent kinds of mental illnesses- depression, anxiety, bipolar disorder, ADHD and PTSD by analyzing unstructured user data on Reddit. In addition, we share a new high-quality dataset1 to drive research on this topic. The dataset consists of the title and post texts from 17159 posts and 13 subreddits each associated with one of the five mental illnesses listed above or a None class indicating the absence of any mental illness. Our model is trained on Reddit data but is easily extensible to other social media platforms as well as demonstrated in our results.We believe that our work is the first multi-class model that uses a Transformer based architecture such as RoBERTa to analyze people's emotions and psychology. We also demonstrate how we stress test our model using behavioral testing. Our dataset is publicly available and we encourage researchers to utilize this to advance research in this arena. We hope that this work contributes to the public health system by automating some of the detection process and alerting relevant authorities about users that need immediate help.