I lost my apple tv remote. Is there a way to still set up iPhone remote?

Depending on which Apple TV you have you may be able to set up the Apple TV from your mobile device. You will need a 3rd generation Apple TV for later running software version 6.0 or later and an iOS device running iOS 9.1 or later.

Restore your Apple TV. When the Apple TV setup screen appears, unlock your iOS device and make sure Bluetooth and Wi-Fi are turned on. Touch your iOS device to Apple TV and follow the onscreen instructions on your iOS device and Apple TV.

Automatic setup doesn’t transfer account information for third-party apps such as Netflix or Hulu, and doesn’t turn on iTunes Match or Home Sharing.

If this doesn't work, you don't have an iOS mobile device or your equipment doesn't meet the minimum requirements, you may wish to look at ciderTV for Mac OSX, once you have installed the app on your Mac...

• Check that Bluetooth is On & Discoverable;
• Keep Bluetooth preferences window open during pairing;
• Connect Apple TV to your Mac via USB cable and reset it in iTunes app;
• Turn Apple TV on and wait until it finds your Mac. A pop-up window will appear that says “Pairing Request from Apple TV”;
• Tap "Pair";
• You will see CiderTV control interface with buttons.

Download the iTunes Remote app or the Apple TV Remote app from the App Store. If you are going to use the iTunes Remote App you have to have Home Sharing enabled on the Apple TV, because if you try to pair the Remote to the Apple TV it will ask you to type the password on the Apple TV. But if you use the Apple TV Remote app when you try to pair it, it will ask you for the password on your IOS Device. I recommend you to use the Apple TV Remote app, but to be able to downloa it you need IOS 9.3.2 or later.