A pillow for supporting a baby at play. The pillow comprises a compressible, shape-sustaining, endless bolster having a center opening sized to receive the baby in a sitting position. Preferably, the bolster is toroidal in shape. The pillow includes a removable, washable cover with a center panel that spans the bottom of the center opening forming a seating area for the baby. The bottom of the cover has an elastic border that it grips the bottom of the bolster. In this way, downward tension on the center panel of the cover pulls the bolster portion of the cover inwardly, restraining the pillow around the baby.