The Manchester United manager should be able to, you suppose, take some comfort in the fact that their hosts last night still have to defend their lead at Old Trafford, but that fortress has crumbled so radically in recent weeks it may as well offer no advantage at all.
"It is difficult, we just need to keep going," Moyes said. "We didn't do a lot wrong. The players deserved to get a result. It's a two-legged game and I am looking forward to the second leg."
It was Fabio Borini who struck the winner, a penalty, to give Gus Poyet's Sunderland a genuine chance at Capital One Cup glory, and consigned United to a third successive defeat.
The hosts, who remain rooted to the foot of the Barclays Premier League table, had taken the lead at the end of the first half as veteran Ryan Giggs suffered a night to forget on Wearside.
The 40-year-old proved a central figure, but not in the way he might have wished as his luck deserted him. Adnan Januzaj's 38th-minute strike, which would have given United the lead, was chalked off because the Welshman was offside when the 18-year-old's initial shot hit him in front of goal, and it was then Giggs who handed the home side the advantage in injury time.
The Welshman found himself at the far post when Wes Brown drilled Sebastian Larsson's free-kick in his direction and, as Phil Bardsley attempted to dispatch it, Giggs turned it into the net. In truth, though, in all likelihood his contact made little difference to the destination of the ball; he had no chance to clear it.
The visitors dragged themselves back into the game when returning central defender Nemanja Vidic struck with a towering early second-half header.
But then Adam Johnson lured Tom Cleverley into a ill-judged challenge on the edge of the box and, after consulting his assistant, referee Andre Marriner pointed to the spot to hand Borini his chance.
"The players know we have plenty of quality," said John O'Shea, the Sunderland defender. "It's just making sure we use it at the right times. We seem to be doing it quite well against the best teams so we have to make sure we do that in the league as quickly as poosible."