It is inferred from the empirical study of natural satellites in the Solar System that they are likely to be common elements of other planetary systems. The majority of detected extrasolar planets are gas giants. In our Solar System, the gas giants have a large collection of natural satellites, (Jupiter has 67, Saturn has 62, Uranus has 27, and Neptune has 14.) so therefor, it is reasonable to assume that extrasolar moons exist and are common.
Though extrasolar moons are extremely hard to detect (due to them having little mass), observations from missions such as Kepler have observed a number of candidates including some that may have extraterrestrial life.