Moyes left Everton for United to succeed Sir Alex Ferguson, but didn't last the season.
he told the Up Front with Simon Jordan podcast: "My time at Manchester United was a failure. If I've got any regrets in my career, it's taking one of the biggest jobs in world football and not being able to make it work.
"When it's my time to retire, that'll always be my biggest regret. I found it really difficult when I lost the Manchester United job, there were so many stories that came out that were untrue – and I couldn't stop them.
"I think the set-up I went into that job with was a set-up that was successful at Everton. I was trying not to change Sir Alex Ferguson's system."
The Scot also said, "We just didn't make good enough signings in my first transfer window.
"Marouane Fellaini was signed right on deadline day and in truth, in terms of the signings I wanted, we had a terrible window.
"Cesc Fabregas was the player I really wanted. I discussed it with Sir Alex Ferguson and we agreed he was a player that should be brought in.
"I spoke to Cesc and he'd been out of the team at Barcelona, so he agreed that if he wasn't in the team for their first game of the season then he’d come to United. He was going to be the big signing."