But his admission, more than four months after he was appointed and following a successful start to the season, is still startling.
Albion are third in the league, and following a run of 10 points from a possible 12, are beginning to get into their groove.
Moore is a bonafide club legend, who has spent 11 of the past 17 years at the club as either player or coach.
If anyone is entitled to feel settled at the Baggies, it’s him, but the fact he doesn’t says more about the man than the sport itself.
Reflecting this week on his time in charge so far, he said: “Do I feel settled? No, I can’t say that because we’re in a very tough and competitive division and I think it’s vital to keep working.”
Moore has visibly changed over the past four months.
Before, he was all smiles at the training ground, cracking jokes with anyone who happened to be in the canteen at the same time as him.
There is still the odd joke and a twinkle in the eye, but it is now overshadowed by a fierce determination; behind that twinkle is a burning desire to succeed.
That has always been there, but the added responsibility of his new role has brought it to the forefront of his character.
Before this campaign there were understandable concerns over his inexperience in the dug-out.
Despite his remarkable impact towards the end of last season as a caretaker, appointing a fledgling manager ahead of the experience of Dean Smith was seen as something of a gamble.
But two months into the season and a dozen games into his permanent rein as head coach, Moore has started to prove the doubters wrong.
While the two other relegated clubs – and in particular Stoke – struggle to get to grips in the Championship, Albion have started fast.
You may be able to count the games he’s managed at senior level on your fingers and toes, but what Moore does have is years of experience in the game.
So far, that has benefited the Baggies in two ways. Firstly, it’s given Moore an extensive and influential list of contacts.
Albion’s boss seems to know every manager he comes up against, whether they’re an old team-mate, a course buddy, or an ex-opponent.
That contacts' book helped him lead the summer recruitment drive in the wake of Giuliano Terraneo’s early exit from the club, and also allowed him to build a strong support team around him.
Nobody else in the world could have persuaded Graeme Jones to leave Belgium for the Black Country, and Wayne Jacobs is another trusted and influential lieutenant. Both have played their part.
“It does wear you down,” admitted Moore this week. “Time is key and the help of your staff is really important.
“I’m really grateful for the staff and the help they give towards decision making, planning and managing.”
Secondly, all that time in football has given him vital dressing room experience.
There is little that Moore did not see during a 20-year playing career, and steady progress through the coaching ranks have prepared him for the top job.
He claims nothing had surprised him so far.
“I can’t think of anything,” he said, after a long pause while racking his brain.
“Nothing has, because my progress in terms of under 18s, 23s, loans manager, first-team coach role, then into the caretaker role and onto coach has been steady progress.
“In all departments, whilst you’re in it, you’re learning and developing all the time, there’s not been anything that has caught be out, or where I’ve thought ‘I didn’t see that coming’.
“I’ve experienced it and witnessed it when there’s been another head coach in the role. So I’ve been prepared for it. I wouldn’t say there are any areas that have caught me.”
As well as that real-life experience, Moore has also taken all his coaching badges, and been on countless courses.
This is not something that fell into his lap, it’s something he’s been working towards, and he’s aware that standing still is going backwards.
“I still need to continue to do those courses if it’s available for me to do so,” he said. “It’s important for my development to learn different aspects of this game.”
As a player, Moore was promoted out of this tier four times, and even though this league has changed dramatically since then, his knowledge of its demands is evident.
“I don’t think the league allows you to take your eye off the ball,” he said. “Because of the schedule, and the way it is, you just continue to work.
“So in terms of feeling settled, and I’m talking from when I was caretaker manager right the way up until now, I haven’t. It’s just been a relentless pursuit to keep doing the right thing.”
And that, in a nutshell, is why he has every chance of making this a success. He’s evolving into a manager because he's determined to do so.