Moon
From Kerbal Space Program Wiki
Many of the moons in Kerbal space program are considered giant captured asteroids. In real life, almost all the moons in the solar system are asteroids caught in a planet's gravity. The in-game moons include; Gilly, Bop and Pol.
Moons being classified as captured asteroids is based purely on observation. There is no difference between them and other celestial bodies in terms of game mechanics.