The time you realize that you have bed bugs is the time you start a big battle. Bed bgs are invaders and they can be anywhere if you saw them on somewhere.
There are several alternatives for bed bugs to hide in a house. The common feature of all those hiding places is they are all away from human eyes.
When you mean “in mattress” that’s usually under the mattress for bed bugs. Because mattresses do not remove for months or years and this makes them ideal hosts for bed bugs.
I suggest you to throw your mattress away and buy a new one. With a new mattress you know there are no bed bugs in it and this makes you feel better.
When you have bed bugs in your mattress, you must focus on all house immediately. Having bed bugs only in mattress but not in any other places will become a big surprise.