This note investigates cover levels of finite sets in the random interlacements model introduced in [Ann. of Math. (2) 171 (2010) 2039–2087], that is, the least level such that the set is completely contained in the random interlacement at that level. It proves that as the cardinality of a set goes to infinity, the rescaled and recentered cover level tends in distribution to the Gumbel distribution with cumulative distribution function exp(−exp(−z)).