How did you 'lose' him?
Did he just disappear as he was following you? Or did you dismiss him and you can't find him again?
If you suddenly noticed he was missing while he was following you, then perhaps he got stuck somewhere while you were exploring and he didn't teleport to your location for some reason. (I've seen it happen to me a few times, I have had to manually go back and find him again). Try to retrace your steps.
Another thing to try, is to find another companion and ask them to tag along with you, this will replace Dogmeat as your companion and he should get sent back to his start location. In Fallout 4, Dogmeat counts as an actual companion, so you can't have Dogmeat PLUS another companion. Typically, if a companion is replaced they will return to the place you found them, in Dogmeat's case he will return to the Red Rocket gas station.
If you have dismissed him, it seems as though Dogmeat will return to two possible locations:
1) Red Rocket gas station (near Sanctuary). This is the original place you found him, if you lose him, he can return here.
2) Sanctuary. He can also return here to one of the dog kennel's in the town. Check them all.
Remember to thoroughly check every area very carefully.