* The Moon is the closest to Earth, orbiting our planet at an average distance of about 238,900 miles (384,400 kilometers).
* The Sun is much farther away than the Moon. It sits about 93 million miles (150 million kilometers) from Earth.
* Stars are incredibly far away. The closest star to our Sun is Proxima Centauri, which is approximately 4.24 light-years away. A light-year is the distance light travels in one year, which is about 5.88 trillion miles (9.46 trillion kilometers).
In summary:
* Moon < Sun << Stars
So, stars are by far the farthest from Earth, followed by the Sun, and then the Moon being the closest.