This chapter presents finite blocklength analyses of covert communication. Covert communication is a new branch in physical layer security, where the communication behavior is required to be ignorant of malicious unauthorized users. In this line of studies, the famous square root law states that given a certain blocklength, the maximal number of bits that can be transmitted reliably and covertly scales in the order of the square root of the blocklength. This chapter presents low-latency performance benchmark for covert communication. A take-home message is that for covert communication, the traditional Shannon capacity equals zero, while the performance is characterized by bounding the exact coefficient for the square root law. The readers can learn about a demo application of finite blocklength information theoretical results to physical layer security.