Cook's team trail Sri Lanka 4-2 with one game to play, the fourth one-day series loss in row under his leadership since last year's Champions Trophy.
"Alastair has said clearly he is very keen to carry on, but also knows that that's not his decision," Moores said.
"Nobody has got the guarantee of that. I hear people say someone's unsackable. That would be a ridiculous comment."
But Moores, who began his second spell as England coach in April, also added: "If you ask my opinion on Alastair, I would have Alastair as captain for the World Cup, but we will review at the end of the series, not just Alastair's captaincy, but the whole team, and pick our squad."
Cook has been named as captain in England's provisional 30-man squad for the World Cup which begins in February, but has made only 87 runs in his five innings in the current series at an average of 17, with a highest score of 34.
In his last 21 one-day internationals, the left-handed opener has scored 499 runs at an average of 24.95 - with only one half century.
In September, following home series defeats by Sri Lanka and India, national selector James Whitaker described Cook as "an exceptional leader" and that the selectors were "100% behind" him as captain, adding: "We feel he is our best man to lead the team into the World Cup."
Whitaker, with fellow selectors Moores, Angus Fraser and Mick Newell, will announce a 16-man squad on Saturday to head to Australia next month for a tri-series against the hosts and India.
The World Cup squad of 15 has to be announced by 7 January, with England's first match in the competition against tournament co-hosts Australia in Melbourne on 14 February.
Asked whether there was now confusion over the captaincy, Moores said: "I'm not confused, I'm very clear - at the end of the series, we will review. If you ask me my opinion, Alastair Cook will be captain for the World Cup, that's pretty clear, I think.
"At the end of the series, we will go away, we will review every position to pick what we think is the best squad to try and win the World Cup."
England coach Peter Moores says there is no guarantee of Alastair Cook being captain for next year's World Cup.