Yes, THE Moon, our Moon, not any other moon (natural satellite) over there. So far the mainstream belief was that it was completely dehydrated when the parent object, a planet the size of Mars hit the Earth in a violent collision at the beginning of the their respective histories.
But now a new study claims that volcanic eruptions threw water out some some three billion years ago. It seems that some of the rocks brought back to Earth by the Apollo program expeditions have been found to have minimal remains of water (46 parts per million).
Most of this archaic water must have vanished in outer space, as the Moon's gravity is too weak to retain it but there is now speculation that some of it may have remained frozen at polar craters.