Check yourself for bites. If the bug you have found is a bed bug, you likely will have bite marks. These can look like small puncture marks or larger red bumps on the skin.
Scour the mattress for red blood smears or brown spots left by bed bugs. Pay particular attention to the part of the mattress by the headboard where these spots are often grouped together. Sheets may also have these stains.
Check the color of the bug. Young bed bugs are a whitish-yellow color while the adults are a brownish-red.
Determine the size and shape of the bug. Bed bugs are 1/16 of an inch at birth and 3/16 of an inch as adults. They are oval in shape, have six legs and two antenna.
Have the specimen evaluated. As of April 2011, for a $10 fee, you can send in the bug to Harvard University and have it identified.