Baines scored the Three Lions' fifth goal in Chisinau from a deflected free kick to wrap up maximum points in their opening game of the 2014 World Cup qualifying campaign.
"The win shows what we're capable of," he is quoted as saying by The Guardian. "Not many teams would come here and do that.
"Moldova had a couple of tight games against Holland recently and this proves we've got goals in us throughout the team, players who can score.
"Not only that, we kept a clean sheet."
Baines added that the comfortable win against Moldova will help them against Ukraine in their second Group H match at Wembley on Tuesday.
"We could take Stevie (Steven Gerrard) off at half-time and it helps when you're not having to over-exert yourself when you've got a game on Tuesday," he said.
"We'll feel the benefit of that against Ukraine. That's a game we're looking forward to even more now."
The game against Moldova represented Baines's first competitive start for England.