The Young Dragons' hopes of advancing from Group One, which also includes heavyweights England, had been all but ended by a 5-1 hammering against Finland and Friday's 1-0 defeat in San Marino.
Geraint Williams' side probably did enough to secure all three points at Stadionul Sheriff in Tiraspol, but will be satisfied with a point given their recent travails.
The visitors started brightly with Wes Burns failing to make the most of a good opportunity, before Morgan Fox saw his free-kick well saved by Aleksei Koshelev in the Moldova goal.
But the home side soon settled and there were a few scares for Wales to negotiate with Iurie Mirza failing to hit the target from Moldova's best chance after being played through on goal.
Wales, who beat the Moldovans 1-0 at the start of this campaign, piled on the pressure after the break but could not find an elusive goal.
Firstly, Koshalev denied substitute Billy Bodin, and then made two further excellent stops to prevent midfielder Lloyd Isgrove securing all three points for the visitors.