Jay O'Shea scored a second half wonder goal to hand Vale the win, but Adam Le Fondre and Nicky Law missed good chances as the Millers lost for the fourth time in five games.
Moore, already stating the game had been an even affair but his team lacked cutting edge, told PA sport: "I thought if Adam Le Fondre had put that early chance in, it would've settled us down and been a different game.
"I would back him to take that sort of chance far more often than not, but it was not just about Adam because all of our five attacking players were not at their best.
"The two forwards and our two wide players weren't on their game and neither was Nicky Law coming through from midfield. It's very rare when all five of them are below par, but they were here.
"They have beaten us with a wonder goal which sometimes you can't do anything about but, otherwise, I thought we defended well. It was our own lack of a cutting edge which is so frustrating."
Source: PA