It’s possible to use double-sided tape to trap bed bugs. Essentially, you find a way to cover the bed legs in double-sided tape (you can also use vaseline). When bed bugs try to enter the bed by climbing up the bed legs, they likely will get stuck. It’s not foolproof but it’s a start.
To do this you can either apply the tape directly to the legs of your bed or you can make a kind of sleeve that fits to the legs of the bed and coat the sleeve with the tape. The advantage of using the sleeve is that it won’t leave sticky tape residue on the bed legs.
Read Bed Bug Traps Compared to get a better view of all the methods. It also links out to pages with more information on using the double-sided tape and vaseline.