The Anoeta outfit is currently bottom of Group A after consecutive losses to Shakhtar Donetsk and Bayer Leverkusen, with United top of the standings.
Yet Moyes, whose team has suffered a disappointing start in the Premier League, is expecting a stern test from the Spanish side regardless of form.
"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 difficult 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 its 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."