Moths always go for the most delectable felt – the felt only visible once the keys (and action) are removed: the back-touch and/or balance rail baizes.
Almost all pianos I visit now have some sign of moth, even if they haven’t started munching felt yet.
So, I’m recommending Rentokil’s moth repellent strips to be placed along the iron frame (grands) or inside the bottom door (uprights) – and replaced @ 6 month intervals:
http://www.amazon.co.uk/Rentokil-Moth-Killer-Strips-FA106/dp/B008PBX6PW