In nature crayfish are known to venture out of water, for various reasons. The reasons are varied, and don't really need to be discussed, aside from water health, and size of tank. I've seen videos people post of their crayfish 'exorcizing' or trying to escape, where there is a six to eight inch crayfish trying to climb out of a 10g tank, filled only half way. They say that they dropped the water level 'because the crayfish kept escaping. This is the wrong way to go. A non dwarf crayfish needs room, a 20g long tank is the bare minimum for one. If you have multiple non dwarf crayfish, obviously a much larger (larger footprint) tank is needed.
So, make sure health and tank size issues are eliminated, as well as covering holes.