Motivated by applications to covert quantum radar, we analyze a covert quantum sensing problem, in which a legitimate user aims at estimating an unknown parameter taking finitely many values by probing a quantum channel while remaining undetectable from an adversary receiving the probing signals through another quantum channel. When channels are classical-quantum, we characterize the optimal error exponent under a covertness constraint for sensing strategies in which probing signals do not depend on past observations. When the legitimate user's channel is a unitary depending on the unknown parameter, we provide achievability and converse results that show how one can significantly improve covertness using an entangled input state.