Can Lightroom mobile filter by photos that are not in an album?

I need this feature too.

It will help me to sort and order my picture on mobile device, without forgetting photos that aren't in album.

For the moment I need to use Lightroom CC on desktop to do that.

No, I don't think it is currently possible in LrMobile. You could submit a feature request to the official Adobe feedback site: https://feedback.photoshop.com/topics/lightroom-mobile/5f5f2093785c1f1e6cc40875

In the meantime, if you still have access to the Lightroom Desktop app there's acrude workaround you could use: run the search on LrDesktop to find all images not in any album, then create a temporary album into which you add all those "not in any album" images. That temp album will sync to LrMobile where you could work you way through it to place all contents into "proper" albums (use the "Move to" option so that as they are added to the target album, they are removed from the temporary album). Not ideal, but certainly "doable"