The author told Metro that he only has issues of those works of which he has retained ownership.
Moore said: "At the moment I feel an awful lot of my comic career is behind me, particularly all of the superhero stuff - the stuff that's owned by American corporations.
"I want to distance myself from that, so the stuff I'm proudest of is what I own: From Hell, Lost Girls, The League Of Extraordinary Gentlemen. I don't read my earlier work because there are too many unpleasant associations with it.
"I don't have a copy of Watchmen in the house. I'm glad the work is out there in the world, having an effect, but it's like I've gone through a messy divorce."
Watchmen was made into a feature-film in 2009 directed by Zack Snyder and starring Malin Akerman, Billy Crudup, Matthew Goode, Jackie Earle Haley, Jeffrey Dean Morgan and Patrick Wilson.
Before the release of the film, Moore said that everything he had heard about Snyder's previous work on 300 indicated that the director had increased the book's "sublimely stupid" content.
Watch Alan Moore talk about Watchmen on Comics Britannia below:
Last year, Moore revealed that he had refused an offer from DC Comics to return him the rights to Watchmen in exchange to his agreement for "some dopey prequels and sequels".
Asked if his bad experiences with comics publishers has turned him against the books he enjoyed when he was younger, Moore added: "To a degree. I'd kept comics I had a fondness for but they've all gone now. I still respect the writers, artists and their work but I've had an unusual career.
"I was at least partly responsible for changing people's attitude to comics in the 1980s. There are other things I'm relatively good at apart from comics that I'm concentrating on. It's a shame but I'm a thousand miles away from mainstream comics now."
Moore recently collaborated with Stewart Lee on an episode of the comedian's BBC Two stand-up show.
> Alan Moore's 'Extraordinary Gentlemen' top July chart