I assume you want to find a minimum covering.  This problem is indeed NP-hard.  For example, if $h=1$, then each tree is a star, and the problem reduces to computing a minimum vertex cover, which is NP-hard.  

For an arbitrary $h$, let $G^h$ be the graph obtained from $G$ by replacing each edge of $G$ by a path with $h$ edges.  It is easy to see that $G^h$ can be covered with $n$ trees of depth at most $h$ if and only if $G$ has a vertex cover of size $n$.