The Scotsman was sacked on Tuesday, less than 10 months after he was appointed as Sir Alex Ferguson's successor.
"[It's] sad he wasn't given time," Wenger told reporters in Friday's press conference. "I wish him well. It's part of the modern game - there's no time and that's a big threat for our game.
"If you want quality people in our job you have to give them time. That means the quality of the coaching will not be as good as you don't have the time.
"We live in a society where the quick intelligence takes over the slow intelligence. Everything is immediate."
When asked about the manner in which Moyes was sacked, Wenger added: "I don't know the details, but you want the managers to be informed first and it didn't look like that. He has big experience and you would have loved him to be given more time."
Ryan Giggs will take charge of the United first team until the end of the season.