The Hammers are playing in the Europa League semi-finals against Eintracht Frankfurt on Thursday.
"I look back and I felt as if I always wanted to be competing against the elite managers, whether it be in the Premier League or in Europe," said Moyes.
"But to be able to do that, you have to have a team capable of doing that. We're really fortunate we've got a good team here. The team's given us a good chance.
"All managers need the players to come and build and get better. The players have got better from where you think we were two years ago.
"Even our style, how we've played and their development, so many of the players have improved individually greatly. We brought in a couple of boys, but nearly all of the players who have been here have improved individually, they've all got better, or they wouldn't be playing in the top six of the Premier League or at this level of European football.
"They're all seeing this as a great moment for them. For me personally, it's a great moment to lead the team into the semi-final. The semi-final sounds good, but the final sounds even better."
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