How do I connect a 2015 Macbook Pro 13" with an iPhone 5s when wi-fi isn't available?

I tried connecting my macbook with an iPhone 5s when wi-fi wasn't available. I tried to pair it and both were recognizable with each other but the connection failed 3 times. The code showed up and I had the option to pair so it did. Then I got a connection failed message.

Any ideas what happened. Both are running the latest OS.