  The deep holes of a linear code are the vectors that achieve the maximum
error distance to the code. There has been extensive research on the topic of
deep holes in Reed-Solomon codes. As a generalization of Reed-Solomon codes, we
investigate the problem of deep holes of a class of twisted Reed-Solomon codes
in this paper. The covering radius and a standard class of deep holes of
twisted Reed-Solomon codes ${\rm TRS}_k(\mathcal{A}, \theta)$ are obtained for
a general evaluation set $\mathcal{A} \subseteq \mathbb{F}_q$. Furthermore, we
consider the problem of determining all deep holes of the full-length twisted
Reed-Solomon codes ${\rm TRS}_k(\mathbb{F}_q, \theta)$. Specifically, we prove
that there are no other deep holes of ${\rm TRS}_k(\mathbb{F}_q, \theta)$ for
$\frac{3q-8}{4} \leq k\leq q-4$ when $q$ is even, and $\frac{3q+2\sqrt{q}-7}{4}
\leq k\leq q-4$ when $q$ is odd. We also completely determine their deep holes
for $q-3 \leq k \leq q-1$.
