Covert communication is to achieve a reliable transmission from a transmitter to a receiver while guaranteeing an arbitrarily small probability of this transmission being detected by a warden. In this work, we study the covert communication in AWGN channels with finite blocklength, in which the number of channel uses is finite. Specifically, we analytically prove that the entire block (all available channel uses) should be utilized to maximize the effective throughput of the transmission subject to a predetermined covert requirement. This is a nontrivial result because more channel uses results in more observations at the warden for detecting the transmission. We also determine the maximum allowable transmit power per channel use, which is shown to decrease as the blocklength increases. Despite the decrease in the maximum allowable transmit power per channel use, the maximum allowable total power over the entire block is proved to increase with the blocklength, which leads to the fact that the effective throughput increases with the blocklength. ; Comment: Accepted by IEEE ICC 2017