Oh no! This is not what we like to read. We want to make sure that your iPhone can connect to the cellular network when you don't have access to a Wi-Fi network. How long has this been going on? Which iPhone model do you have?
I believe this is related an inadvertent change to a setting.
Did this ever work for you? Does your account have a data plan on your line? Have you gone into your phones' Settings and looked at cellular data options?