It depends by what you mean by wearing something underneath it, do you mean like wearing leggings or tights or do you mean the underwear? If you're small busted, then you could probably get away without wearing a bra under something like that. But it is also really short, and you might want to consider wearing some shorts underneath.
If you wanted you could wear some leggings or tight. Under my dresses I usually wear spandex or tight short shorts if it's probably windy or I'll be moving a lot. Wear a comfy bra and whatever comfortable underwear you like. Boy shorts, thongs, bikinis, hipsters whatever.