The Eagles, who have struggled against relegation during the last two seasons, were denied a win against the Hammers by a late leveller.
Moxey told the club's official website: "It was a shame to only get a point but I suppose that's the mark of how far Crystal Palace have come in the last six or seven months that we're disappointed to get a point against West Ham.
"If you'd asked me before the game, a draw against West Ham wouldn't have been a bad result.
"But on reflection I think we deserved the three points. They are a Premier League team and no-one would have thought they would get relegated last year."