Moat was pronounced dead in hospital about an hour later.
Moat was wanted for shooting and wounding his ex-girlfriend and the mother of one of his children, Samantha Stobbart, killing her boyfriend, and seriously injuring a policeman in the Newcastle area shortly after leaving prison.
An owner of a local guesthouse, who declined to be named, told the British Broadcasting Corporation he overheard some of the conversation between Moat and specially trained negotiators before he turned the gun on himself.
"He actually said, the one thing that sticks in my mind, 'I haven't got a dad'... and he also said that, 'nobody cares about me'."
Police have been criticised for failing to heed warnings from prison officers who supervised Moat that he was likely to attack his former partner as soon as he was released after serving an 18-week sentence for assault.
Moat told police he had a grudge against them, apparently fuelled by the fact that Stobbart had lied to him that she was dating a policeman, in a bid to persuade him to stay away from her.
After the shootings, Moat went on the run. Camping equipment he had used was found near Rothbury.
It was reported on Saturday that police had been concerned that Moat was deeply unhappy with the way that details of his private life were being reported and had threatened to start targeting members of the public.
The shootings came just weeks after taxi driver Derrick Bird killed 12 people before turning the gun on himself in Cumberland, in northwest England.