Weighted pillows are typically made with a combination of materials. The inner filling is often composed of small glass or plastic beads, providing the weight. The outer cover is usually made of soft, durable fabric like cotton or polyester. Some pillows may also contain foam for added comfort and support.Weighted pillows are typically made with a combination of materials. The inner filling is often composed of small glass or plastic beads, providing the weight. The outer cover is usually made of soft, durable fabric like cotton or polyester. Some pillows may also contain foam for added comfort and support.