Covert communication has attracted growing interests as a new security technique, which focuses on concealing the signal transmission. Owing to the high flexibility, unmanned aerial vehicles (UAVs) can be utilized to realize long-distance covert transmission. In this correspondence, we propose a UAV relaying scheme to assist the covert communication between two terrestrial nodes. Due to the high risk of eavesdropping in line-of-sight (LoS) channels, we assume that the UAV adopts the Gaussian signalling to confuse the warden's detection. First, we divide the transmission into two phases. Then, in both phases, the requirement of covertness is derived to optimize the transmit power and blocklength. With different distance between the transmitter and warden, the location of UAV is optimized to maximize the effective throughput under the constraint of transmit power and blocklength. Simulation results show the effectiveness of the proposed UAV relaying scheme to guarantee the covert transmission.