How to keep my cell phone from falling out of my pocket?

In the last week or two I have had my cell phone fall out of my pocket twice. Once on the side of the street a couple minutes away from my house, and the other time I dropped it in my room but thought I dropped it outside again. I don’t want to put it in my purse because it’s hard to hear that way. So does anyone have suggestions to help me prevent loosing my phone?