A 3-2 defeat on their Far East tour was their second loss in three tour games so far and Moyes said: "I am disappointed with the goals we conceded."
Moyes, who took over from Sir Alex Ferguson last month, desperately wanted to have a successful pre-season after moving to Old Trafford from Everton.
But, after going behind within a minute, United were always up against it and the defeat left Moyes down in the mouth.
Just 27 seconds had gone when Yokohama went ahead. United bounced back through Jesse Lingard's third goal of the tour and a Masakazu Tashiro own-goal.
But they were unable to build on their advantage, with Danny Welbeck and local hero Shinji Kagawa spurning good chances.
United were eventually picked off, with Yoshihito Fujita bagging the winner three minutes from time, leaving Moyes "disappointed."
Moyes confirmed Rio Ferdinand had been rested after featuring in both games so far, while Michael Carrick was still feeling the effects of a tight groin, which forced him out of training yesterday.
Moyes also played down concerns over Welbeck and Robin van Persie, who came off at halftime.