NEVER! I have a trash can right next to my machine and they go there. I also use a hand vac for cleanup of any "misses". I have a dog and am a fanatic about not letting him get hold of any thread or long thin pieces of fabric. I know the thread isn't likely to cause a problem because it is never very long, but long pieces of things like thread or yarn can entangle the intestines of a dog or cat and can cause great havoc - meaning requiring surgery and possibly cause death.