The Lady wears a veil for her disguise as Incognita so that Beauplaisir is unable to see her face; she keeps this veil on even when they are intimate. Being that their encounter takes place in the dark, and has been arranged by two men posing as servants who have sworn Beauplaisir to secrecy, the further precaution of the veil seems unnecessary. Beauplaisir has already been deceived, moreover, by the Lady’s earlier disguises as Fantomina, Celia, and the Widow Boomer. Even though she has shown her face in all these disguises, it has never once occurred to him that she is the same woman.

The veil therefore seems to serve a purpose for the Lady that is more theatrical and psychological than it is practical. The veil is initially a coy accessory to intrigue Beauplaisir, and also to absolve him of any responsibility. In hiding her face while revealing her body, the Lady is making the nature of their relationship quite straightforward; Beauplaisir relishes the freedom inherent in this darkness and secrecy, before finally becoming frustrated by it. In this way, the veil is also a way for the Lady to take back some control, after the failures and humiliations of her previous disguises.