Correlation consistent basis sets have been optimized for use with explicitly correlated F12 methods. The new sets, denoted cc-pVnZ-F12 (n=D,T,Q), are similar in size and construction to the standard aug-cc-pVnZ and aug-cc-pV(n+d)Z basis sets, but the new sets are shown in the present work to yield much improved convergence toward the complete basis set limit in MP2-F12/3C calculations on several small molecules involving elements of both the first and second row. For molecules containing only first row atoms, the smallest cc-pVDZ-F12 basis set consistently recovers nearly 99% of the MP2 valence correlation energy when combined with the MP2-F12/3C method. The convergence with basis set for molecules containing second row atoms is slower, but the new DZ basis set still recovers 97%-99% of the frozen core MP2 correlation energy. The accuracy of the new basis sets for relative energetics is demonstrated in benchmark calculations on a set of 15 chemical reactions.