But the 45-year-old former Celtic player has revealed he has offered help to Rangers boss Walter Smith in the build-up to the Eastlands final against Zenit St Petersburg.
Everton boss Moyes knows how unlucky his own side were in not reaching the final themselves.
They beat Zenit in the early stages of the tournament and also won a last-16 second leg before losing on penalties against Fiorentina, who Rangers beat in the semi-final.
Moyes said: "I am going to watch the UEFA Cup final this week with a little bit of disappointment that we are not in it.
"But you have to earn the right, and also need a little bit of luck along the way to get there."
The Everton boss has been in touch with Smith to offer his help in preparing a game plan to take on the Russian champions.
He said: "I spoke to him and I left him a message as well, and my congratulations go to Rangers for being able to get to the UEFA Cup final.
"We beat Zenit and if he wants any information then I can give it him. I spoke to him before they played Fiorentina and I think that the game went very much to plan."