I got a new iPhone, but I can’t get my Apple Watch to pair with it. The setup starts, then fails before it finishes. The watch worked fine with my old phone.
Had almost the same thing when I tried to connect my Apple Watch to a new phone last year. If you still have the old phone, don’t erase anything yet. On the new iPhone, open the Watch app and check My Watch > All Watches for Pairing Not Complete. If it appears, put the watch on your wrist, unlock it, and tap Finish Pairing.
Quick Start can move the phone’s data over while the watch setup is still unfinished. Did you see that message, or does the setup just drop you back at the pairing screen? That’ll help narrow down whether you can finish the transfer or need to clear the old pairing first.
Yep, I used Quick Start. I didn’t notice that message, but I’ll check again. The old iPhone is still here, and the watch still seems to work normally on its own.
Before trying again, check that both iPhones are on Wi-Fi, the watch and the new iPhone are at least 50% charged, and the old iPhone and the watch are updated. Since your setup keeps failing before it finishes, I’d rule out updates first. Pairing an Apple Watch to a new phone can get stuck when one of them is behind on software. Boring checklist, I know 
Here’s the transfer guide with the prep steps. I’d check those once, then see what the Watch app says rather than starting Quick Start from scratch again.
Both phones are on Wi-Fi, everything’s charged, and the old iPhone and the watch are up to date. Still no Pairing Not Complete message, and no error either. It just returns to the pairing screen. I checked the old phone, and the watch is still listed in the Watch app there.
That helps. If the watch is still listed in the old iPhone’s Watch app, it may still be paired to that phone. I’d finish the unpairing there instead of trying the same setup on the new one again.
On the old iPhone, open Watch, go to My Watch > All Watches, tap the info button next to the watch, and choose Unpair Apple Watch. Let it finish completely. When you unpair it, the old iPhone backs up the watch first, so you can restore from that backup when you pair the Apple Watch with the new phone.
Since the old phone is still working and available, this is the cleanest route to try before manually erasing the watch. If unpairing doesn’t go through for some reason, the pairing troubleshooting page covers the other cases.