The Koran, Islam's holy book and treated as the word of God, tells Muslims - men and women - to dress modestly.
It's not just women who have to cover up, men have to as well, but only from their belly buttons down to their knees.
The Koran is more strict on women, who should cover every part of their body except their face, hands and feet.
So why do some Muslim women choose to cover up their faces too with veils?
The Koran is hundreds of years old and was written in the language Arabic. Some Muslim experts think there are different ways the Koran can be read and understood.
Some believe that Muslim women must cover their face as well as their body, others think that even a headscarf isn't necessary.
A lot of Muslim women cover every part of their body except their faces, and wear a long scarf called a hijab - which means covering up in Arabic - that covers their hair and neck.
Others wear something called a niqab - which means full veil in Arabic - that covers every part of their body except their eyes. Some wear material across their eyes too that they can see through.
In the UK the hijab is worn by more Muslim women, but the niqab is becoming more popular.
In countries like France and Turkey there are laws about what people are allowed to wear, which include religious clothing.
In othes like the UK it is up to the Muslim woman to decide for herself, whether she wants to cover up fully with the niqab, as an expression of her faith and Islamic identity, or not.