Mental disorders affect millions of people worldwide and cause interference with their thinking and behavior. Through the past years, awareness created by health campaigns and other sources motivated the study of these disorders using information extracted from social media platforms. In this work, we aim to contribute to the study of these disorders and to the understanding of how mental problems reflect on social media. To achieve this goal, we propose a double-domain adaptation of a language model. First, we adapted the model to social media language, and then, we adapted it to the mental health domain. In both steps, we incorporated a lexical resource to guide the masking process of the language model and, therefore, to help it in paying more attention to words related to mental disorders. We have evaluated our model in the detection of signs of three major mental disorders: Anorexia, Self-harm, and Depression. Results are encouraging as they show that the proposed adaptation enhances the classification performance and yields competitive results against state-of-the-art methods.