Here's why:
* Gravity: Moons are held in orbit around planets by their gravity. The Moon's gravity is much weaker than Earth's. To hold a "submoon" in orbit, the "submoon" would have to be incredibly small and close to the Moon.
* Tidal Forces: Earth's gravity has a strong tidal effect on the Moon, which keeps the Moon tidally locked (one side always faces us). Any object orbiting the Moon would experience even stronger tidal forces from Earth, making a stable orbit extremely difficult.
* Stability: Any object orbiting the Moon would be easily disrupted by the Sun's gravity, making a long-term orbit unlikely.
So, while the Moon can't have a moon in the traditional sense, there might be temporary objects, like small asteroids or dust particles, that could briefly orbit the Moon for a short period. But these would be extremely unstable and wouldn't be considered true moons.