Covillo's first exposure to dance came at age eight, when for weeks she watched ballet classes through garden-level windows at Denver's St. Philomena parochial school.
Covillo was educated at Loretto Heights College and the University of Denver, and studied dance in Chicago with Bentley Stone and Walter Camryn,[REF] in California with Carmelita Maracci, and in Colorado with Martha Wilcox and with modern dance pioneer Hanya Holm [REF].