cover one's tracks
Conceal one's whereabouts, activities, intentions, or the evidence of one's involvement. For example, No one knows much about where he's been--he's very good at covering his tracks. This term transfers hiding one's footprints to more general activities. [1870s]
American Heritage
to conceal one's trail; to conceal one's past activities. She was able to cover her tracks up so that they couldn't pin the charges on her. It's easy to cover up your tracks when the investigators botch their job. The robber failed to cover his tracks.
McGraw-Hill Dictionary of American Idioms and Phrasal Verbs
to hide or destroy the things that show where you have been or what you have been doing: Roberts covered his tracks by throwing the knife in the river and burying his wife's body.
See cover all the bases, blow cover, cover a multitude of sins
Cambridge Idioms Dictionary, 2nd ed.