With the rapid advancement of communication and computer network technologies, covert channels are now more secure, quicker to set up, harder to detect, and easier to design than ever before. By breaking a system security policy, a covert channel can be utilized to leak confidential communications. Undoubtedly, one of the most difficult challenges is still detecting such harmful, unobservable, and covert dangers. Due to the fact that this danger takes advantage of techniques not intended for communication, it is invisible to conventional security solutions. This chapter offers a concise overview of covert channel concept, techniques, classifications, and countermeasures, emphasizing how new technologies are vulnerable to being exploited for initiation of different covert channels and how they offer a rich environment for developing effective but challenging covert channel attacks. It gives a comprehensive review of common covert channel countermeasures with more focus on machine learning detection techniques. Although some research studies have revealed beneficial uses of covert channel, which is natural given that many approaches have a double-edged sword impact, this chapter focuses on covert channels as a security threat that compromise our data and networks.