We explore the generalized covariant entropy bound in the theory where Einstein gravity is perturbed by quadratic curvature terms, which can be viewed as the first-order quantum correction to Einstein gravity. By replacing the Bekenstein-Hawking entropy with the holographic entanglement entropy of this theory and introducing two reasonable physical assumptions, we demonstrate that the corresponding Generalized Covariant Entropy Bound is satisfied under a first-order approximation of the perturbation from the quadratic curvature terms. Our findings suggest that the entropy bound and the Generalized Second Law of black holes are satisfied in the Einstein gravity under the first-order perturbation from the quadratic curvature corrections, and they also imply that the generalized covariant entropy bound may still hold even after considering the quantum correction of gravity, but in this case, we may need to use holographic entanglement entropy as the formula for gravitational entropy.