400 Thread Count Many of our finest sheets are around 400 thread count. This is because many high quality yarns and weave constructions feel their best naturally between 300 and 500 thread count. Our Soprano sheets by Peacock Alley are 400 thread count Egyptian cotton, and are one of the finest sateen sheets that we offer. Our 440 Sateen sheets are another option at a very reasonable price and come in several colors.