Shakhtar are a formidable prospect at their Donbass Stadium home, where they have lost just one of their last 33 games in all competitions – 1-0 to Juventus in December last year.
But Moyes knows it would be dangerous for the Reds to play for a draw tonight and is instead eyeing three points to add to those collected against Bayer Leverkusen last month.
"You always go into a game to win it," Moyes told MUTV. "There will be some games when you think afterwards 'well, I’m glad we got a draw out of that' but you go into any game hoping to win.
"We had a good start in the first game against Leverkusen and if we can come and win here, it would give us a good set-up for the coming games."
Watch all the build-up to tonight’s game in Match Day Preview at 16.30 BST on MUTV, and see the full interview with Moyes on Match Day Live from 18.30 BST.