Mental health disorders are among the most prevalent diseases worldwide, affecting nearly one in four people. Despite their widespread impact, the intervention rate remains below 25%, largely due to the significant cooperation required from patients for both diagnosis and intervention. The core issue behind this low treatment rate is stigma, which discourages over half of those affected from seeking help. This paper presents MindGuard, an accessible, stigma-free, and professional mobile mental healthcare system designed to provide mental health first aid. The heart of MindGuard is an innovative edge LLM, equipped with professional mental health knowledge, that seamlessly integrates objective mobile sensor data with subjective Ecological Momentary Assessment records to deliver personalized screening and intervention conversations. We conduct a broad evaluation of MindGuard using open datasets spanning four years and real-world deployment across various mobile devices involving 20 subjects for two weeks. Remarkably, MindGuard achieves results comparable to GPT-4 and outperforms its counterpart with more than 10 times the model size. We believe that MindGuard paves the way for mobile LLM applications, potentially revolutionizing mental healthcare practices by substituting self-reporting and intervention conversations with passive, integrated monitoring within daily life, thus ensuring accessible and stigma-free mental health support.