It's a little tricky!
There is no provision to disable your ads from being displayed on mobile phones. Instead, you need to set the ad amount to be decreased by 100%. Follow the steps below:
Click on your campaign, then click the settings tab, and click devices and apply a bid adjustment of -100% (decrease) to Mobile devices with full browsers
Your ads still display on mobile apps. To disable ads being displayed on mobile phones altogether, in addition to the above, do the following:
You can click your campaign, then DISPLAY NETWORK, followed by the big TARGETING button, selecting one ad group, scrolling down and looking for campaign exclusions, and here excluding 1 placement by the name adsenseformobileapps.com