Mental health problems among the global population are worsened during the coronavirus disease (COVID-19). How individuals engage with online platforms such as Google Search and YouTube undergoes drastic shifts due to pandemic and subsequent lockdowns. Such ubiquitous daily behaviors on online platforms have the potential to capture and correlate with clinically alarming deteriorations in mental health profiles in a non-invasive manner. The goal of this study is to examine, among college students, the relationship between deteriorating mental health conditions and changes in user behaviors when engaging with Google Search and YouTube during COVID-19. This study recruited a cohort of 49 students from a U.S. college campus during January 2020 (prior to the pandemic) and measured the anxiety and depression levels of each participant. This study followed up with the same cohort during May 2020 (during the pandemic), and the anxiety and depression levels were assessed again. The longitudinal Google Search and YouTube history data were anonymized and collected. From individual-level Google Search and YouTube histories, we developed 5 signals that can quantify shifts in online behaviors during the pandemic. We then assessed the differences between groups with and without deteriorating mental health profiles in terms of these features. Significant features included late-night online activities, continuous usages, and time away from the internet, porn consumptions, and keywords associated with negative emotions, social activities, and personal affairs. Though further studies are required, our results demonstrated the feasibility of utilizing pervasive online data to establish non-invasive surveillance systems for mental health conditions that bypasses many disadvantages of existing screening methods.