Luna

From Halopedia, the Halo wiki

Template:FOF-1 A picture of Luna in the 21st Century Luna is the only natural satellite of Earth, homeworld of the UNSC. As of 2525, the moon has been colonized; the Luna OCS Academy is located there and Captain Jacob Keyes lived, trained, and taught there for some time. Due to its barren face, one can assume it has not been terraformed.

In Halo 2, the moon can be seen from a variety of points. During The First Battle of Earth, the moon is visible from Cairo Station. In the final cut scene where the Master Chief returns to Earth onboard the Forerunner Ship, the moon is seen in orbit over Earth during the massive battle between UNSC and Covenant fleets.