It is mustahabb to cover the grave of a woman as she is being placed in it, because that is more concealing for her.
Ibn Qudaamah (may Allaah have mercy on him) said in al-Mughni (2/190): The woman’s grave should be covered with a cloth. We do not know of any scholar who differed from the view that this is mustahabb. Ibn Sireen narrated that ‘Umar used to cover the graves of women, and it was narrated from ‘Ali that he passed by some people who were burying a dead person and they had spread a cloth over his grave. He took it away and said: This is only to be done for women. Anas ibn Maalik was present at the burial of Abu Zayd al-Ansaari; the grave was covered with a cloth and ‘Abd-Allaah ibn Anas said: Take off the cloth, for only the graves of women are to be covered. Anas was present at the graveside and he did not object. Because a woman is ‘awrah and there is no guarantee that some part of her may not become uncovered and be seen by those present. End quote.
Shaykh Ibn ‘Uthaymeen (may Allaah have mercy on him) was asked: What is the ruling on covering the grave of a woman when she is lowered into the grave, and how long should the cover remain?
He replied: Some of the scholars stated that the grave of a woman should be covered when she is placed in her grave, lest the features of her body become apparent, but this is not obligatory. This covering should be left until the bricks are placed over her. End quote.
Majmoo’ Fataawa Ibn ‘Uthaymeen (17/173).
He also (may Allaah have mercy on him) said in Liqa’ al-Baab il-Maftooh: As for placing an ‘abayah over the grave when the woman is lowered into it, that is good. It was mentioned by the scholars who said: The grave of a woman should be covered when she is placed in it. End quote.
And Allaah knows best.