At Georgetown she was elected to the Tax Lawyer law journal.
Covington served as a trial attorney for the Federal Trade Commission from 1980 to 1981.
She served as an assistant state attorney for the 13th Judicial Circuit of Florida (Hillsborough County) from 1982 to 1983.
Covington served as an Assistant U.S. Attorney for the Middle District of Florida from 1983 to 2001, working in the United States Department of Justice Civil Division from 1983 to 1988 and as Assistant U.S. Attorney as chief of the Asset Forfeiture Section in the United States Department of Justice Criminal Division from 1989 to 2001.
President George W. Bush nominated Covington to the United States District Court for the Middle District of Florida on April 20, 2004, to the seat vacated by Ralph Wilson Nimmons, Jr. She was confirmed by the Senate on September 7, 2004, she received her commission three days later.