The Premier League champions are looking to assert their position in Group A against the bottom side but the Scot does not anticipate an easy outing against Jagoba Arrasate's men
The Anoeta outfit are currently bottom of Group A after consecutive losses to Shakhtar Donetsk and Bayer Leverkusen, with United top of the standings.
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"Real Sociedad are here because they finished in the top four in Spain, which is a great achievement,” he told reporters. "We have great respect for them for that.
"Maybe we'd have liked to have start the season a bit better and they'll come here trying to do well. So we know it will be a difficiult game. I'm sure they're expecting a difficult match as well."
Moyes' men drew 1-1 with Southampton at the weekend and he believes that his side must be better on the ball to improve their fortunes.
"Results, obviously," he said of his greatest priority going forward. "We want to improve on our performance too. We gave the ball away too much in our last game [against Southampton].
"We have to do better when we have the ball in our possession.
"We're trying to improve all the time. There have been moments of play which have been excellent and a couple of inches one way or another and we may have scored some more goals.
"We have to hope that turns for us. But we also have to keep working hard to make sure it does."