We study the gauge covariance of the massive fermion propagator in three as well as four-dimensional quantum electrodynamics (QED). Starting from its knowledge at the lowest order in perturbation theory in the Landau gauge, we evaluate a non-perturbative expression for the propagator in arbitrary covariant gauge by means of its Landau-Khalatnikov-Fradkin (LKF) transformation. We compare the weak-coupling expansion of our findings with the known oneloop perturbative results and observe perfect agreement upto a gauge parameter independent term, a difference permitted by the structure of the LKF transformations.