Her father gave it to her as a christmas present in chapter 15, when Mao was still a baby.
In Chapter 4.5, Hina is shown crying with the bear after she ripped the arm of the teddy bear because she wanted it. Hiro scolds her and tells her to apologize, but Mao gives the bear to Hina saying she is not a kid anymore and that she shouldn't be walking around with it anymore.
Some time later, Hiro is seen holding the teddy-bear that Mrs. Nakamura fixed. After Mrs. Nakamura praises Mao for holding her feelings in for the sake of Hina, she tears up and squeezes the teddy-bear in her arms as she continues crying in front of Hiro and Mrs. Nakamura.
Not long afterwards, Mao decides to give the teddy-bear back to Hina for the second time, this time claiming that she is not a kid anymore. From that point on, according to Hiro, Mao was able to cry and laugh more.
Young Hina is seen playing with her teddy bear in Chapter 21.