Where does my Mattress Protector go? August 11, 2020 20:08 The Helix Mattress Protector fits snugly around your mattress, under your fitted sheet. Related articles Can I buy the Mattress Protector without buying a Helix Mattress? Will the mattress protector make me sleep hotter? What does the Mattress Protector do? What is the science behind Weighted Blankets? What is the best way to move my Helix mattress?