Moreno felt they did enough to win the game, but were beaten 2-1 on the day.
He later said: "It's difficult because in the end the results are what determine the game. It's true that I want to take advantage of the opportunity to thank our fans today, which we needed, and the players gave their all.
"In the first 45 minutes they were better, apart from the goal, they had two very clear chances. We also had many clear chances in the first half and in the second we were far superior. It's a shame that when we were close to winning the match, we lost it.
"I think we didn't come out with enough conviction at the start. Betis is a team with a lot of quality, but so are we, and I think we lacked that conviction in those first 45 minutes.
"The key is that we were confused about having to move more in the opposing half, and when we did that, we were better."
Moreno added: "It's not a consolation, it's more of a consolation when you don't do things well and you win. We've done many things well, but we have to improve on the ones we didn't because in the end we lost the match."