"I would have loved to have had Leonardo at Inter as a director," the oil tycoon told La Stampa newspaper.
Former Brazil star Leonadro has embarked on a coaching career when he took the helm at AC Milan last summer.
The Rossoneri had a terrible start to the season after suffering a string of poor results in the Serie A, but revived their title chances over the past few weeks.
"I have great respect for Milan as they have players and traditions," said Moratti.
"They are an optimistic team that have trust in their playing style and their coach deserves all the credit.
"I hold Leonardo in high esteem, he is a nice lad and well known abroad. Therefore, he would have been an important figure for us.
"But luckily for him he has found a different path that allows him to get an even higher profile."