The broadcaster hosted his last ever morning show on the station after eight years in September, with Nick Grimshaw taking over the slot.
While he admitted not missing getting up early every day, he said that he does miss meeting up with his team members including Dave Vitty and Dominic Byrne.
"I miss the team and I miss seeing everyone every day and having a platform to talk about stuff," he told Daybreak.
"But I don't miss getting up early. I heard the start of Nick's show, it's so weird. But life's great, I'm having a ball, I really am."
Moyles released his new comedy LP The Difficult Second Album on Monday, containing duets with the likes of Robbie Williams, Gary Barlow and Olly Murs among others.
Speaking about the album, he said: "It's number five on iTunes. It probably won't stay there. I'm very excited, I've got no job now so I [need the money].
"I'm genuinely proud of it, I feel embarrassed to say it because I'm not a popstar."
The DJ also spoke about his appearance as King Herod in Jesus Christ Superstar opposite Melanie C and Tim Minchin.
He said: "It was one of the best things I've ever done in my life. They're so talented in the company.
"It was such a great thing to do, it had Andrew Lloyd Webber's seal of approval, it was his favourite version of it. I was very lucky to be on for four minutes of a two-hour show."
Ed Sheeran, Pixie Lott, Davina McCall and James Corden also appear on Chris Moyles's new album.