Here's why:

* Moons orbit planets: Moons are celestial bodies that orbit planets.

* Stars are much larger and more massive than planets: Stars are giant balls of hot gas that generate their own light and heat through nuclear fusion. They are far too massive to be orbited by a moon.

* Stars are the center of planetary systems: Planets and their moons orbit around stars, forming a solar system.

So, while stars can have planets, they themselves don't have moons.