Dunno what you mean, maybe you need to be a bit more specific, give an example.
Are you making a pattern of features within the sketch? This should work, I use it for bolt patterns, e.g., all the time.
The only reason it wouldn't work is if the features don't form a closed boundary, or (possibly) if the features overlap or come close enough to leave very thin edges. If that occurs, try creating a single feature in the sketch, extrude it, then pattern the resulting feature in the browser tree.