A second half brace from Fernando Llorente alongside a penalty from Gylfi Sigurdsson handed the Swans a win which saw them climb off the bottom at Sunderland’s expense.
Having won three of their last four Premier League games, confidence was high in the Sunderland camp ahead of the trip to South Wales.
And after a positive performance against Leicester City last weekend, there was a hope that Sunderland could continue this impressive form.
But that proved not to be the case, with Moyes frustrated the run could not continue.
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"We never really got up and running,” he said.
"We threatened to play well at times in the first half and had three or four opportunities to maybe make something more out of it, but we never really got to grips with it all day.
"We came in with lots of confidence coming on the back of some good form and we had a lot of self-belief.
"But we just didn’t really turn up."
The games’ turning point came within five minutes of the second half.
After a Wayne Routledge cross struck the arm of Jason Denayer, the referee pointed to the spot with Sigurdsson duly dispatching the penalty.
And Moyes feels the decision to award the penalty was a harsh one, and a factor that ultimately changed the game.
"I think Swansea got something which went for them and turned the game in their favour," said the Sunderland manager.
"I think it’s too close to give a penalty kick.
"The boy goes with his foot, close to him, turns his back and it hits his arm.
"I think that’s harsh and it turns the game.
"The game was tight and we were hanging in there and it didn’t go for us."