This way of expressing this sentence is something that cannot be literally translated into English, because the structure of the sentence differs. Interestingly enough, this is exactly how Slavic languages express the same thing. Literally, it would be something "fell for/to me from the pocket" This "fell for/to me" sounds incredibly awkward, but the meaning behind it is that "it happened to me that it fell", and therefore you don't need מהכיס שלי because since it happened to me, it's implied that it fell out of my own pocket.
Another example with a different verb. הוא גנב לי את הספר. He stole my book. Or היא שברה לי את הלב. She broke my heart. Of course, I only used first person, but any other combination works - גנבתי לו את הספר I stole his book.