1. File a report with the Exit-Entry Administration of the Shanghai Public Security Bureau. Usually, the bureau issues a lost passport report within 2 working days.

2. Take the report, go to your country's consulate in Shanghai and apply for a new passport.

3. Complete the corresponding residence formalities at the exit-entry administration bureau within 30 days from the date of issuance of the report.
The step-by-step process includes reporting the lost passport, obtaining the lost passport report, applying for a new passport, updating accommodation details at the hotel or permanent residence's nearby police station with the new passport number, and preparing the necessary application materials for the residence or stay permit.
If you go
The Exit-Entry Administration of the Shanghai Public Security Bureau:
Address: No 1500 Minsheng Road, Pudong New Area
Open: Monday to Saturday, 9:00 am - 5:00 pm

Source: Shanghai Public Security Bureau