Covington made 8 of 12 from the field. J.C. Fuller added 19 points on 8-of-13 shooting for Western Illinois (5-0), which matches its best start as a D-I program.
Jordan Perry had 15 points and Caleb Jonkman chipped in 12 for Trinity Christian.
Aaron Johnson made a 3-pointer to pull the Trolls within one, 20-19, midway through the first half. Fuller answered with a 3-pointer to spark a 25-3 run and give the Leathernecks a 45-22 halftime lead. Covington scored all 12 of his first half points during the span.
Covington scored the Leathernecks first seven points of the second half, Fuller added four points and Tate Stensgaard tipped in a shot and Western Illinois stretched its lead to 58-28 with 14 minutes left.
It was the first meeting between the schools.