Find the last commit that affected the given location/path. As the file is not within the HEAD commit, this commit should have deleted it.
git rev-list -n 1 HEAD --
Then check out the version at the commit before, using the caret (^) symbol:
git checkout ^ --
Or in one command, if $file is the file in question.
git checkout $(git rev-list -n 1 HEAD -- "$file")^ -- "$file"
If you are using zsh and have the EXTENDED_GLOB option enabled, the caret symbol won't work. You can use ~1 instead.
git checkout $(git rev-list -n 1 HEAD -- "$file")~1 -- "$file"