We address the critical problem of hiding unmanned aerial vehicles (UAV) for wireless transmissions by the emerging covert communication technology, since in military surveillance scenarios the disclosure of a UAV's location information may lead to an attack. Specifically, we jointly optimize the UAV's transmit power and height in order to maximize the communication quality to a legitimate receiver subject to a covertness constraint, a maximum transmit power constraint, and a lower bound and an upper bound on the UAV's height. To this end, we first derive the UAV's optimal height for maximizing the legitimate communication quality without any constraint and then we address this problem under constraints in particular the covertness constraint. Our solution explicitly shows the impact of these constraints and reveals the tradeoff among the legitimate communication quality, covertness requirement, and surveillance cost. For example, our examination demonstrates that the legitimate communication quality increases with the surveillance cost represented by the quality of the camera used for conducting surveillance.