Assuming that the energy of a gas depends non-locally on the logarithm of its mass density, the body force in the resulting equation of motion consists of the sum of density gradient terms. Truncating this series after the second term, Bohm’s quantum potential and the Madelung equation are obtained, showing explicitly that some of the hypotheses that led to the formulation of quantum mechanics do admit a classical interpretation based on non-locality. Here, we generalize this approach imposing a finite speed of propagation of any perturbation, thus determining a covariant formulation of the Madelung equation.