Arthur Sinclair Covey was born June 13, 1877 in Leroy, Illinois, son of Byron and Emeline Edwards Covey. His boyhood was spent in various small towns in Missouri and Kansas. As a teenager in 1893, Covey "made the run" to claim land at the opening of the Cherokee Strip in Oklahoma.
From 1895 to 1896, Covey attended Southwestern College in Winfield, Kansas, followed by three years of study under Frank Duveneck, among others, at the Chicago Art Institute, from which he graduated in 1899. From 1900 to 1901, he worked as a staff artist and art editor for the Indianapolis Press and the Cleveland Plain Dealer. For the next two years, he taught at the Chicago Art Institute and established his own studio.
In 1904, Covey traveled to the Royal Academy in Munich where he was a student of Karl Marr, and, from 1905 to 1908, served as assistant to British mural painter Frank Brangwyn and taught at the London School of Art. In 1908, Covey returned to New York and married Mary Dorothea Sale, with whom he had two children, Margaret Sale Covey and Laird Fortune Covey.
Covey received official recognition for his artwork when he assisted Robert Reid and Jules Guerin on murals for the 1914-1915 Panama-Pacific Exposition and received the Bronze Medal. The following year, Covey completed his first commission to paint murals for the Wichita, Kansas, Library, and continued to work steadily on mural projects for the rest of his career.
Following the death of his wife in 1917, Covey married children's book illustrator Lois Lenski in 1921. They had a son, Stephen John Covey.
In 1925, Covey received the Architectural League's Gold Medal of Honor in Painting for his murals at the Kohler Company. From 1926 to 1929, he served as President of the national Mural Painters Society, and from 1929 to 1942, he taught pictorial composition at the National Academy Schools in New York. From 1938 to 1939, Covey created pierced brass on redwood murals for the exterior of the Contemporary Arts Building at the New York World's Fair. In 1939, he decorated the dome and globe of the Land Plane Building at La Guardia Airport in New York.
In the 1950s, Lois Lenski Covey's failing health required that the couple move permanently to Florida's warmer climate.
Arthur Sinclair Covey died on February 5, 1960, in Tarpon Springs, Florida.