Stack and pin together 2 throw rugs. Making 1/4-inch stitches, sew 3 sides by hand, leaving 1 short end open.
Turn inside out (the fringe-on sewn end will remain inside). Insert 2 bed pillows. Stitch end closed.
Lay throw rug flat. Fold one short side in, 12 inches from a fringed end. Making 1/4-inch stitches, sew the sides together by hand, forming a pocket.
Insert a pillow. Fold the other fringed end over; stitch down corners to secure flap, but leave an opening for removing the pillow.