That is up to you and what you would like to get out of the session. Most clients fully undress, but some are more comfortable keeping on articles of clothing. If you are looking for lots of good leg stretches, flexible athletic shorts may be advised. If you are looking for full relaxation, minimal clothing is best as every time we have to move or tuck the sheet into your clothing, it distracts your brain from the flow of the massage and prohibits you from falling into a deeper meditative and healing state.