It depends where you get your massage. Most places will provide a towel or sheet for you, but you do want to undress completely before using the covers. The therapist will usually step out of the room when you are getting undressed. Your therapist will tell you exactly what to do. If you have any questions, just ask. I'm a massage therapist and I get that question all the time. Don't be afraid to ask your therapist. Another tip: drink water before and after the treatment. (not right before or you'll have to pee on the table)