Moore, in his second spell in charge of the Millers, was sacked on Tuesday after taking just 11 points from 12 games which culminated in a televised 5-0 thrashing by local rivals Chesterfield last Friday.
And Cresswell knows it was the players' poor showing that did for Moore.
"I didn't see it coming and I don't think any of the lads saw it coming," Cresswell told Press Association Sport. "And on behalf of all of the team we are disappointed that Ronnie has been sacked because of our performances.
"We know we have been a bit below par. We have just been a bit unlucky at times."