The Lions' 38-19 defeat in Auckland on Saturday confirmed a 3-0 series defeat - only the third time the tourists have drawn a blank against the All Blacks in their long history.
Eden Park witnessed probably the Lions' best Test performance during their six-week trip - no mean feat given that they were without injured trio Jonny Wilkinson, Gavin Henson and Steve Thompson.
But once again, they were out-gunned when New Zealand decided to play, finding no real answer as a tide of black shirts again swarmed all over them at crucial moments.
Moody said: "The performance we put in was spirited - we never gave up - and I think that has been one thing you can say about this squad, they played for each other, no matter what.
"You bring together a group of players from four nations and expect them to become the best team in the world in seven weeks. That is the challenge of the Lions.
"I think it is getting more and more difficult now in the professional era, but it has been a fantastic experience and I have enjoyed every minute.
"It has been frustrating that we lost. As a competitor and rugby player, you take the field to win, and it is the first time I have ever lost to New Zealand.
"We battled for each other on the pitch and, unfortunately, things just didn't turn out the way we wanted."