Moeen was leading England in third T20I in absence of Eoin Morgan, who was out with injury.
An injury to regular captain Eoin Morgan gave Moeen the opportunity to lead his country in the third and final T20I versus Australia, which, despite the loss at the end, he made a decent feast of.
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"When Morgs told me last night, I was over the moon," Cricbuzz quoted him as saying. "I don't feel proud a lot of the time but that was one of the proudest moments. Losing is not great but leading my country out like that was amazing. I'll never, ever forget that."
Moeen, though, couldn't help but point out errors made by his team in the field during the run-chase after posting only 145/6 in 20 overs, having rested in-form opener Jos Buttler on the back of an unassailable 2-0 series lead while missing Ben Stokes, Jason Roy.
Apart from three drop catches and missed run-out opportunities, England failed to save the runs in the outfield, which certainly came back to haunt.
Moeen termed the ground fielding on the day "poor", putting it down to "lack of intensity".
"We saw in the first game that if you put Australia under pressure, you push back, they crumble. I felt like that were kind of doing that again tonight. If we take the chances, I feel we would have won the game for sure. Of course, we were short with the bat, but the wicket did get easier and the fielding has to back-up our bowling."
"The incentives were there to try and be number one in the world. I think it's probably a lack of intensity in the field, we have got to switch on. It's a lack of experience as well, we have got some younger players who haven't played that much."
"Generally, I thought we were poor, a bit slow in the field but we will have to put that right if we want to win the World Cup."
Moeen also refused to excuse the loss because of the absence of Stokes, Roy, Morgan and Buttler, inarguably four of the finest limited-overs batsmen around.
"When you are missing four world-class players and four players who would probably be in the best batters in our team, it is obviously a big miss but I wouldn't say it's too far," he said. "I thought we had a good enough side, we were obviously short with the bat."