They provide a sheet. However, you might want to bring one of your own as a spare. A couple trips ago, DS spit up ALL OVER his pack and play at bedtime. This is something he hadn't done in a while but I think all the excitement (plus the extra liquid consumption from the heat) got to him. It took housekeeping about 35 min to bring a replacement and I really wished I had my own so I could have gotten him back to sleep quicker.