The answer to that is …it depends on the situation. Some birds prefer to remain uncovered during bedtime; where as other birds cannot sleep without their "security blankets".
On average, birds need about 12 hours of good, quality sleep each night to remain in peak condition. Much like people, their rest periods can be disturbed by noise and bright light. For this reason, many owners choose to cover their birds at night.
If noise and light are not a problem, try leaving your bird uncovered for a few nights to gauge his reactions. If the bird appears to like being uncovered at night, then it is fine to leave it that way. If, however, the bird appears sluggish or begins to exhibit bad behavior, the best thing to do is keep him covered at night to ensure that he gets a good night's rest.
You may also want to invest in a sleeper cage. However, it is important to note that the sleeper cage is for sleeping and sleeping only. It should be small, just big enough for your bird to settle down in and sleep, and no toys should be allowed. When your bird settles into a sleeper cage, his chances of sleeping through the night will be greatly increased. These types of bird cages should be placed in quiet rooms, such your bedroom or a spare room that doesn't have a lot of traffic.