Don't panic and don't just blame the built-in protection right away - usually the problem is either how it's set up or some specific circumstances. For example, if you're talking about Face ID or Touch ID, sometimes they might not work because the camera is dirty, there's moisture on the screen, or your face position is just off. If it's about virus or malware protection, iOS actually does a pretty good job catching dangerous content, but nothing can protect you from your own carelessness - like clicking on a phishing link or installing an app from some sketchy source.
Clarify which protection exactly isn't working - maybe you just need to review your settings or update your system before you start looking for alternatives.