Covert communication protects the communication behavior from being monitored or eavesdropped, which is particularly vital for unmanned aerial vehicle (UAV) communications since they are more likely to establish line-of-sight link. This correspondence investigates the joint trajectory and transmit power optimization for covert UAV relaying systems. Considering covertness requirement, information causality, power and trajectory constraints, a general optimization framework characterized by dynamic and three-dimensional is proposed. The detection performance from warden and relay perspectives is analyzed, and the covertness constraint with uncertain information is converted to tractability expressions. For the joint optimization problem, we propose a covert relaying algorithm which simultaneously optimizes the trajectory and power. Simulation results verify that the proposed covert relaying method can improve the average throughput while satisfying the covertness constraint.