In this work, for the first time, we tackle channel estimation design with pilots in the context of covert wireless communication. Specifically, we consider Rayleigh fading for the communication channel from a transmitter to a receiver and additive white Gaussian noise (AWGN) for the detection channel from the transmitter to a warden. Before transmitting information signals, the transmitter has to send pilots to enable channel estimation at the receiver. Using a lower bound on the detection error probability, we first prove that transmitting pilot and information signals with equal power can minimize the detection performance at the warden, which is confirmed by the minimum detection error probability achieved by the optimal detector based on likelihood ratio test. This motivates us to consider the equal transmit power in the channel estimation and then optimize channel use allocation between pilot and information signals in covert wireless communication. Our analysis shows that the optimal number of the channel uses allocated to pilots increases as the covertness constraint becomes tighter. In addition, our examination shows that the optimal percentage of all the available channel uses allocated to channel estimation decreases as the total number of channel uses increases.