You have not precisely mentioned whether
(i) You lost the passport in India or offshore,
(ii) You have a copy of the lost passport.
However, if you lost your passport in India
(i) Report the matter immediately to the nearest police station and Passport Seva Kendra (PSK) in your locality.
(ii) Apply for a re-issue of passport.
It's not a must to have a copy of the lost passport.
Apply for the re-issue with the following documents
A. Current address proof
B. DOB proof
C. Annexure-L, which is an affidavit of how and where the passport was lost
D. The original copy of police report
E. Copy of first two and last two pages of the lost passport including ECR/ non-ECR page
(Point 'E' only if you have a copy of the lost passport, if you don't have,no problem)
Now, if you have lost your passport abroad then you must first report the matter to Indian mission/ post. In case you need to travel back to India for any matter or re-issuance of the passport you need to apply for the 'Emergency Certificate' to Indian mission/ post in the country where you are presently.