In order to pair a smart device to a personal hotspot, you will require a 2nd phone. This 2nd phone will provide a WiFi network to your phone and the smart device will be paired to this network. This is called personal hotspot on iPhone or mobile tethering on Android.
To do this, using phone 2, navigate to 'Settings', tap on 'WiFi' and then turn on 'personal hotspot' or 'mobile tethering' depending on your device. You will see a password displayed.
On your phone (1), go to 'settings' and then 'WiFi', tap on phone 2's hotspot network from the available list. You will then need to enter the hotspot password. Once connected, you are now using the phone 2's Internet.
Get the smart device into pairing mode again and re-add it to the app. This time you will enter the hotspot password when prompted for the WiFi password. As long as you are near the smart device with both phones and passwords entered correctly, the smart device should pair.