I'm not sure if they provide them, but I'd guess they don't b/c the pack n plays do not come with them. The sheets for them aren't too expensive, so I would probably just buy one. I wouldn't use a large sheet, though it depends on the age of the baby. If its an older child where SIDS is no longer a concern, you'd probably be ok with a larger sheet, tucked under the mattress. I've also just put blankets for my DS to lay on, but again, that depends on your child's age! My DD will be 11 mths when we go and I'll just bring one of her sheets from home.