We determine the covert capacity for entanglement generation over a noisy quantum channel. While secrecy guarantees that the transmitted information remains inaccessible to an adversary, covert communication ensures that the transmission itself remains undetectable. The entanglement dimension follows a square root law (SRL) in the covert setting, i.e., $O(\sqrt{n})$ Einstein-Podolsky-Rosen (EPR) pairs can be distributed covertly and reliably over $n$ channel uses. We begin with covert communication of classical information under a secrecy constraint. We then leverage this result to construct a coding scheme for covert entanglement generation. Single-letter expressions are derived for the covert key-assisted and unassisted secrecy capacities, as well as for the covert entanglement-generation capacity.