Migrant population have always been vulnerable for high burden of social exclusion, mental disorders, physical illness and economic crisis. The current COVID-19 pandemic has further created the frantic plight among them, particularly for the undocumented migrant workers in global south. We have conducted a mixed method study among the undocumented Myanmar migrant workers (UMMWs) in Thailand to explore how the COVID-19 disruption has impacted on their mental health and what are the coping strategies adopted by them. Following the onset of COVID-19 and the recent coup d'etat in Myanmar, our current study is the first attempt to understand the mental health status and predicament of this neglected migrant group. A total of 398 UMMWs were included in the online survey among whom 23 participated in qualitative interviews. The major mental health issues reported by the study participants were depression, generalised anxiety disorder, frustration, stress and panic disorder while loss of employment, worries about the pandemic, social stigma, refused access to healthcare, lockdown and fear of detention were the predominant contributing factors. In response, we identified two key coping mechanisms- coping at personal layer (listening to music, playing online game, praying, self-motivation) and social layer (chatting with family and friends, visiting religious institutions). These findings point to the importance of policy and intervention programs aimed to uphold mental health at such humanitarian conditions. Sustainable institutional mental health care support and social integration for the migrant workers irrespective of their legal status should be ensured.