We present a covariant multisymplectic formulation for the Einstein-Palatini (or Metric-Affine) model of General Relativity (without energy-matter sources). As it is described by a first-order affine Lagrangian (in the derivatives of the fields), it is singular and, hence, this is a gauge field theory with constraints. These constraints are obtained after applying a constraint algorithm to the field equations, both in the Lagrangian and the Hamiltonian formalisms. In order to do this, the covariant field equations must be written in a suitable geometrical way, using integrable distributions which are represented by multivector fields of a certain type. We obtain and explain the geometrical and physical meaning of the Lagrangian constraints ...