In this paper, we study covert communications strategies in a compress-and-forward (CF) relay system. Along with a public message to a destination node via a CF relay, a source node attempts to transmit a covert message while evading the surveillance of the CF relay. We identify the optimal power distribution between the public and covert messages and the optimal amount of compression that maximize the covert rate subject to the minimum detection error probability requirement. Our provided solutions also reveal that both the power distribution and the achievable covert rate are identical to that of an equivalent amplify-and-forward (AF) relay system if an adequate quantization codebook with the optimal compression is employed. The numerical results verify the effectiveness of the optimal solutions and confirm our analyses.