Moyes officially takes charge as Sir Alex Ferguson's successor at Old Trafford on July 1 but he is currently dividing his time between the two clubs as part of a settling in period.
Baines, Moyes' most consistent player since joining from Wigan in 2007, admits it will be odd not having the Scot at the helm any more but if confident the Toffees will move on without a problem.
"It's a massive loss to lose the manager," the England international, who has already been linked with a reunion with Moyes at United, told the club website.
"It was a sad day after the last game at Goodison particularly because you've been working with him for so long, he's always around, he's such a hard worker and he doesn't miss a beat.
"It will be so strange the day we walk through the door and he's not there. But football clubs live on and we'll live on, we'll move on.
"We'll always remember what he did for the club and where he's put us, but it's up to the rest of us, the people who remain and the people who come in, to take it forward now and build on the foundations he's worked hard to put in."