Make sure you haven't misplaced it. Swipe down on the home screen and enter the app name in the search field.
If you're running IOS 14 make sure it isn't in your App Library:
Organize the Home Screen and App Library on your iPhone [iOS14] - Organize the Home Screen and App Library on your iPhone - Apple Support
Is it an app you may have deleted? Read this document:
Delete [and restore] built-in Apple apps on your [iOS] device or Apple Watch - including a list of which ones can be deleted.
Click here --> Delete built-in Apple apps on your iOS 12, iOS 13, or iPadOS device or Apple Watch - Apple Support
Some apps cannot be deleted but may be missing if disabled with parental controls or ScreenTime as in this topic: How do I reinstall my App Store and camer… - Apple Community
Use parental controls on your child's iPhone, iPad, and iPod touch - Use parental controls on your child's iPhone and iPad - Apple Support
ScreenTime - Use Screen Time on your iPhone or iPad - Apple Support
Settings > Screentime > Content & Privacy Restrictions > iTunes and App Purchases