Share iPhone internet to MacBook by lightning (without HotSpot)
If you want to avoid using a wireless connection to share your 3G connection, you can still use Personal Hotspot, but with a Lightning cable, according to Apple's support documentation.

Set up Personal Hotspot

Go to Settings &gt; Cellular.
Tap Personal Hotspot, then tap the slider to turn it on.

Connect to Personal Hotspot with USB
Make sure that you have the latest version of iTunes on your Mac or PC. Then connect your iPhone or iPad to your computer with the USB cable that came with your device. If you see an alert that says tap &quot;Trust This Computer?&quot; tap Trust.