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In this paper, we consider a covert communication system with a multi-antenna full-duplex (FD) receiver to enhance covert performance. More precisely, the receiver Bob (i.e., multiple antennas) selects the best antenna to receive the covert message, and then it sends artificial noise (AN) to the warden Willie causing uncertainty by utilizing an antenna among the remaining antennas. In order to take full advantage of multi-antenna technology, we consider two cases: (1) Willie does not know which antenna Bob chooses to send AN, and Willie knows only part of the channel information. (2) Willie knows which antenna Bob chooses to send AN, and Willie knows all the channel information. Based on the analysis of the optimal detection threshold, we derive the minimum detection error probability of the two cases. Furthermore, given the pre-determined convert constraints, the closed-form expression of the maximum effective convert rate is derived. When the power of AN sent by Bob is greater than that of covert message sent by the sender Alice, surprised research results are shown: (1) the detection error rate of case 1 is higher than that of case 2. (2) the effective covert rate of case 1 is always lower than that of case 2. The simulation results show that the proposed scheme is more conducive to sending covert messages for Alice; in addition, the numerical results imply that the maximum effective covert rate of the system using the multi-antenna FD receiver is significantly higher than that of the traditional dual-antenna FD receiver system. [ABSTRACT FROM AUTHOR]