This paper introduces a novel approach GPTFX, an AI-based mental detection with GPT frameworks. This approach leverages GPT embeddings and the fine-tuning of GPT-3. This approach exhibits superior performance in both classifying mental health disorders and generating explanations with accuracy of around 87% in classification and Rouge-L of around 0.75. We utilized GPT embeddings with machine learning models for the classification of mental health disorders. Additionally, GPT-3 was fine-tuned for generating explanations related to the predictions made by these machine learning models. Notably, the proposed algorithm proves well-suited for real-time monitoring of mental health by deploying in AI-IoMT devices, as it has demonstrated greater reliability when compared to traditional algorithms.