[pedantry mode -ON] It depends on the context. If your hobby is archery, then 'I lost my flight' is possible, because a flight is part of an arrow. If you didn't get to the airport on time, 'I missed my flight', just as everyone else has already said. [pedantry mode - OFF]

Mr Singh is correct. Also lost means misplaced, can't find. "I've lost my car keys". I've missed the bus, the train to London, my flight. You can also miss happy times you used to have with people. To miss someone, is to wish to see them again. To lose someone, to have lost someone is the fact they went away, either girlfriends don't want you any more, or perhaps sadly people who have died. Strangely to be on the flight, is to catch the flight. I caught the flight no problem. I got the number 34 bus. "Everything went fine".

i missed my flight is the right answer because lost word is used where there is no chances to get back

Non diciamo mai "I lost my flight" come in Italiano (Ho perso l'aereo). È sempre "I missed my flight"

I missed my flight ..i heard it in movies:)