Moffat, who became the programme's showrunner this season, explained that he has already asked his predecessor to write a new episode.
"He's pretty adamant that he's not going to," Moffat told DS. "I'm in constant touch with him."
Moffat suggested that Davies wants a break from Doctor Who because he was involved with it for so long.
He continued: "He did an awful lot of Doctor Who for an awful lot of years, and I think he's finding it in a way hard, because he's done a Doctor Who story in effect for Sarah Jane Adventures. So I think he probably wants to get away from it for a bit. I can understand that, because he did a hell of a lot. But I'd love to get him back, it would be just joyous to get him back because I miss him."
Moffat admitted that he "would love it" if Davies returned and added: "I said to him, 'Look, I want' and he said, 'Don't even ask me for series five because I'm just knackered, I just want to go lie down', and I think I'll find out how that feels. But I did ask him for series six, and I always will."
The finale of Doctor Who airs on Saturday at 6.05pm on BBC One.
> Click here for our interview with Steven Moffat