“Hawk-Eyes Mihawk! Swordsman Zoro Falls into the Sea!” is the 24th episode of the One Piece anime.
He never lost it. It is a scar over his left eye that has been there after the time skip, and many fans are theorizing on what might have happened to it. For example, Zoro has a hidden power sealed beneath his left eye, and when he opens it, a hidden power is unleashed.
Zoro gained the scar after undergoing two years of training with Mihawk. It was at some point in between that 2 timeskip that Zoro obtained the scar over his left eye. The popular fan theory is that the scared eye has some form of a hidden power with some theories stooping as low as claiming he has the sharingan.