A system and method of changing a sheet for a mattress of a bed is provided. More specifically, a bedding system includes a retention element sized to be retained on the mattress. A first bedding element is selectively interconnected to the retention system. Optionally, a second bedding element may be interconnected to the first bedding element. In one embodiment, at least one two-part closure interconnects the first bedding element to the retention element. In another embodiment, buttons interconnect the second bedding element to the first bedding element. In yet another embodiment, at least one two-part closure interconnects the second bedding element to the first bedding element. The two-part closure may be a zipper, a plurality of snaps, and a hook and loop system. In one embodiment, the retention element is removably interconnected to the mattress by at least one fastener or closure.