I lost an iPhone previously and all my data was stored there!! I have a new iPhone and everything has downloaded from my previous phone except my Health Data???

Health Data is usually enabled under your iCloud settings (Settings > Name > turn on Health Data. Do you know if it was enabled on the lost/stolen device? If it wasn't, then the data would not have been stored in iCloud.

Check https://support.apple.com/en-us/HT204136

Health Data is NOT in iCloud Backups, but it is "automatically stored in iCloud."

So if you had Health in iCloud turned on, your Data is in iCloud. I cant find anything saying this, but I think it can take up to a few days for health data to come Back and you have to be signed in with your Apple ID so that you have access to encrypted data. (Means you have to verify the device with another device or enter another devices Passcode or Password.) If you reset your Encrypted Data when you signed in then you will not get Health data Back.

So check that you have Health sync on and wait. Go to Settings -> *name -> iCloud -> Turn on Health.

Sam

I don't think it matters whether your health data was synced with the cloud, if it was it will download after va restore, if it wasn't it will be part of the backup and will get put on the phone during the restore from backup.

The ability to include health data in either iCloud syncing or backup is new from iOS 11, prior to this the only way to transfer health data to a new iPhone was to do an encrypted backup via iTunes.

SamMRus wrote:

Health Data is NOT in iCloud Backups, but it is "automatically stored in iCloud."

Health Data is included in encrypted backups after iOS11 when it's not included in the cloud data in other ways. Just like contacts are and the other items in that list.