Covert communication conceals transmission of messages between Alice and Bob from an adversary, Willie, who tries to determine if a transmission took place or not. While covert communication in a basic, standard setting where all variables are known to Willie, results in the well-known square-root law, when a jammer is present and assists Alice by creating uncertainty in Willie's decoder, a strictly positive transmission rate is possible. In this work, we analyze the case where the jammer is equipped with multiple antennas. Specifically, we analyze the effect of multiple antennas at the jammer on Alice's transmission power and consequently on the transmission rate. We consider both the case where the channel knowledge of Willie is known as well as the case where it is unknown. We formulate several optimization problems for the transmission strategies of the jammer to maximize his assistance to Alice, in terms of maximizing Bob's received SNR and consequently the covert rate. When the channel information is known to the jammer, we show that under an achievable covertness scheme, the optimal strategy of the jammer is to perform beamforming towards a single direction with all his available power. This direction though, is not trivial, since it reflects a tradeoff point between minimizing the interference at Bob and maximizing the interference at Willie. When the channel knowledge is unknown, we show that the optimal strategy of the jammer is either to transmit isotropically to all directions or to the null-space of Bob, where this choice depends on certain channel conditions. This is in contrast to current schemes in the literature. Furthermore, we extend the optimization problems to the case where Bob is also equipped with multiple antennas, and provide insightful results, shown to be asymptotically optimal, accompanied by simulations.