This article investigates the intelligent reflecting surface (IRS)-aided multi-antenna covert communications. In particular, with the help of an IRS, a favorable communication environment can be established via controllable intelligent signal reflection, which facilitates the covert communication between a multi-antenna transmitter (Alice) and a legitimate full-duplex receiver (Bob) in the existence of a watchful warden (Willie). In order to shelter the desired communication, Bob generates jamming signals with a varying power to confuse Willie. The beamforming vector employed by Alice and the passive phase shifts of the IRS are optimized jointly to maximize the covert rate under the constraints of the successful detection probability at Willie and the communication outage experienced by Bob. We focus on the worst case by characterizing the minimum successful detection probability at Willie. The formulated problem is non-convex, due to the coupling between the beamforming vector of Alice and the phase shifts of the IRS, and the unit modulus constraint on the phase shifts of the IRS. To tackle the above issues, we first employ the penalty dual decomposition (PDD) method to handle the coupling effect. After that, we apply the successive convex approximation (SCA) method to develop an iterative algorithm for locating a Karush-Kuhn-Tucker (KKT) solution of the joint design problem. Moreover, we show that our proposed iterative algorithm can be adapted to handle the multi-antenna Willie case. Simulation results validate the effectiveness of the proposed iterative algorithm and show the great potential brought by the IRS for covert communications.