The Spaniard was signed from the La Liga side last week for around £12m, and the defender's arrival took the Anfield club's summer spending past the £100m mark.
Speaking to reporters at a press conference back in his homeland, Moreno expressed a mixture of emotions about joining the Premier League side.
He said: "[Sevilla coach Unai] Emery spoke to me and told me everything was pretty much done and I wasn't going to play [in the Super Cup]. I felt awful because I was psyched up about playing and I really wanted to play.
"I felt a sense of joy because I knew I was joining a massive club, where I'll keep growing and improving, but I left feeling sad at the same time because I've left the club of my life that I love. I felt both sad and joyful.
"I never imagined it would be as painful as this, but it's true that when you start to say goodbye to your teammates and all the people around the club, it hurts, but I leave to keep growing as a player."