Report to your group leader and police, then contact your embassy (most have temporary Hajj-season offices in Makkah) for an emergency travel document.
Losing your passport during Hajj is stressful but manageable with the right steps. First, report the loss to your Hajj group leader or tour operator, as they often have experience with this situation and maintain relationships with the authorities. Then file a police report at the nearest Saudi police station — you will need this report number for the embassy process.
Contact your country's embassy or consulate immediately. During Hajj season, many countries set up temporary consular offices in Makkah and Mina specifically to handle such emergencies. The embassy will issue an emergency travel document or temporary passport that allows you to complete your pilgrimage and return home. Always carry photocopies of your passport, visa, and Hajj permit in a separate location from the originals, and store digital copies on your phone or email as backup.