Presumably you are using Sync Library. When I've had problems with playlists not the phone via sync library, signing out and back in on your phone may force a resync and any problems to get cleared up. Do this via Settings > Apple ID > iTunes & App Store > Apple ID > Sign out
You can also force a library sync by turning Sync Library off and on (being sure to select the option to keep the music on the phone if asked) by going Settings > Music and toggle the Sync Library button.
Not sure if these two things are equivalent. I just did a sign out and when you go back into your music library you will get a status bar saying Sync Library, my playlists all disappeared and were restored.
If you are not using Sync Library and still using a manual sync, then check in the Music tab for your phone in Finder, if you have the option to sync all playlists selected or whether select playlists only; if the latter check if your missing playlist is checked.