It depends:
Are they housetrained?
Did they pee in their sleep, like they couldn't hold it?
If so, then I'd head straight to the vet. Loki has a medical condition called diabetes insipidus which would take a page to explain, but basically he drinks a lot, pees a lot, and he is on 2 medicines to help. Before we figured it out, he would wet in his sleep. In that case it's totally not his fault and I just washed everything and took him to the vet. It was too weird not to. Girls can also have incontinence issues after spaying and they also have medicine to help that!
Or did they stand up and pee? - If so, could they not get off the bed to ask to be let out? Or was it a marking the territory kind of thing. Loki never marked (he was neutered early, 6 months) so I can't help you there. I wouldn't let them on the bed if they marked the bed. If they can't get off, try putting stairs next to your bed. If they aren't housetrained, and don't know at least to jump off the bed and pee on the floor, well... then I'd ban them from the bed until they are better trained. Mine always at least knew to jump off the bed even before they were housetrained
That's why we crate trained... so we didn't wake up to puddles.