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? Does the Weighted Blanket get hot? What is the science behind Weighted Blankets?