Moyes will leave Goodison Park to take charge of Manchester United from next season and Baines believes the Scot will be a big loss. 
The England international admitted it would be difficult to get over the loss of Moyes, having worked with him at the club for a number of years.
"It's a massive loss to lose the manager," Baines told Everton's official 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."
 
However, Baines was keen to point out that he wants the club to keep progressing in Moyes' absence. 
"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," he added.
Baines was signed by Moyes from Wigan in 2007 and has been one of the players tipped to follow the former Celtic defender to Old Trafford.