We currently have no evidence that there were ever planets between Mars and Jupiter.
The Asteroid Belt lies between Mars and Jupiter. It extends between 2.2 and 3.3 AU. 1 AU is the distance between the Sun and Earth. However, the total mass of everything in this region combined is only a few percent of the Moon's mass. Furthermore, the dwarf planet Ceres, which is 940 km across, consists of about a third of everything in the Asteroid Belt. In comparison, the diameter of the Moon is 3,474 km.
Besides Ceres, other objects in this region of our solar system are 500 km or less across. Besides rocky and icy objects, some contain large amounts of metals. The largest is 13 Psyche, about 300km across. NASA sent a mission there, and it will arrive in August 2029.
Although we call it the Asteroid Belt, it is mostly empty space, and it doesn’t look like asteroid belts are often portrayed in the movies and computer games. The average distance between rocks 1 meter across and larger there is about 6,000 km, which is on par with Earth’s radius.
There used to be a theory that 13 Psyche is the core of a destroyed planet because of its high metal content, similar to Earth’s or Mercury’s core, but we no longer think so. Therefore, there is currently no evidence that a planet ever existed between Mars and Jupiter, and the total mass of all objects there is far too low to form a Moon.
Only recently did we acquire some evidence that the Sun absorbed a super-Earth planet in the first 100 million years of the solar system. We likely also lost a Neptune-sized world that was between Saturn and Uranus. Maybe we will still find evidence of other lost worlds elsewhere in the solar system, one way or another.