The question is a bit ambiguous.
Let's say there's a few main reasons for lost signal:
1. Transmitter batteries low or dead - Replace them.
2. Loss in flight due to signal interference or physical obstruction - Re-locate, try moving the transmitter by walking or running around to eliminate the obstruction or overcome the interference.
3. Loss in flight due to excessive distance between Tx and Rx - again you'll have to move to try and find a location that might just permit a bit more signal to reach the quad. If it is flying away from you, well forget it!
4. Transmitter turned off while in flight - Turning it back on is all you can do, there may be some time for the Rx to accept or capture the signal again before control is resumed. This is never recommended BTW.