The moose was initially discovered near a residential building on Varshavskoe Highway.
The animal disappeared into trees near a group of garages and is currently thought to be somewhere in the midst of an industrial zone surrounded by residential buildings, a RIA Novosti correspondent reported.
Police are planning to catch the moose with the help of environmental specialists and to return it to its native habitat. Moscow Zoo employees are also at the scene.
Although Russia has the world's second largest moose population, with approximately 500,000 animals, moose are rarely seen in big cities as they inhabit forests and large parks, feeding on grass, plants, leaves and bark.
Moscow police said that the moose had not caused any trouble or damage to property.