Here's a guide on reporting your lost passport:
Who are eligible
Foreigners who have lost their passports in Shanghai
Where to get help
Shanghai Municipality Public Security Bureau Exit-Entry Administration Bureau
1500 Minsheng Road, Pudong District (metro line 2 or 9)
The business hours are from 9:00-11:30 and 13:30-17:00 (Monday to Friday).
There is no service charge and things will be done within two working days.
What you need to do
1. Fill out the statement of the loss of the passport and answer any inquiry.
2. The host organization, if any, should provide relevant circumstantial explanation.
3. Submit your original and a copy of the Registration Form of Temporary Residence for Visitors, which was issued by the hotel or the police substation of the area where you are staying.
4. Provide proof of identity (copy of passport, identity credential with photo on it, driving license, entry flight ticket, etc.)
Applicants must go through the procedure by themselves.