This is what make me want to make my own: http://www.foreverhomepet.com/small-pet-bed
Step 1: Materials
Step 2: Picking Fabrics
Step 3: Making the Blanket
Pin it all together, then sew it all together leaving one side open to be flipped inside out.
Tie off the treads trim the extra fabric.
Tip* You don't need to sew the opening the to the blanket it'll be sewed closed later on.
Step 4: Pinning the Pillow
Take the blanket and place in the inside of the pillow case (the outside of the pillow) make sure to line up the blanket with the pillow pieces then pin together.