No, brie does not need to be covered when baking. If you are baking the cheese on its own, it is best to keep it uncovered so that it can properly brown in the oven. If you are baking brie with puff pastry, follow the instructions on the package as some recipes may call for you to cover the pastry while baking. Additionally, if you want to prevent your brie from drying out while baking, you can lightly brush it with melted butter or olive oil before cooking.