The Republic of Ireland striker's inability to score in Dublin now means it is a year since the 30-year-old last found the back of the net for his nation.
Long has also been lacking goals at club level, but unlike his last few performances in red and white, he did get on the end of some chances against Moldova.
"It was a great win but, obviously, personally it was frustrating," he said after the 2-0 win.
"I didn't do all that much wrong, it just didn't go for me. I feel over the last three games with Southampton I didn't really have many chances and today I got three but they just wouldn't go in for me.
"The first one just went past the post; I couldn't connect any better, the second one was a save and the third one I don't know how it went past the post. You know, sometimes this happens but I'll keep getting in the right positions. Thankfully it didn't cost us tonight.
"I think if you ask any striker and they go through this stage, it just won't go in for them, but hopefully the ball will come and hit me in the face and into the goal and it'll kick on from there.
"I feel like I'm playing well and doing everything right - just hitting the back of the net is the next step and hopefully I can kick on."