The Rhinos are top of Super League and primed for a spot at Old Trafford. After taking out the Cup final Leeds are the only team that can do the treble this season.
Moon said adding more silverware has been the club’s key campaign target for 2015.
“It was our goal at the start of the year,” he said.
“I think it’s every club’s goal. We’ll be still going hard for that and this will just make us more hungry and we know what’s up for grabs.”
Saturday’s victory was Moon’s second Challenge Cup winners medal, after winning one last year in the final against Castleford.
The Australian was thrilled to be back at Wembley again after joining Leeds from Salford in 2013.
“It’s the only thing I’ve won at Leeds so it’s a been such a good thing,” he said. “Leeds are such a great club, to win back-to-back Challenge Cups is just awesome.”
Moon said the Rhinos had a plan in place and were ready to handle anything that Hull KR threw at them.
“Everything went right for us,” he admitted.
“We had a plan to go out there. We knew Hull KR would come out strong but the boys played so well and we came away with a really good win.”
The Cup win means Leeds will play in the World Club Series next year. Moon, who played in the NRL with the Brisbane Broncos and New Zealand Warriors, is looking forward to challenging for another trophy next tear.
“That’ll be a good win if we can get that,” he said.
“They’ll be a strong force.”