Moiré lattices, achieved by the superposition of two or more twisted identical periodic lattices, are of interest to various fields because they provide additional degrees of freedom. Here, we theoretically and experimentally study the edge states in a square–octagon moiré lattice. This moiré lattice is created by superimposing two identical square sublattices with an antiphase and a special twist angle. Five different edges, named type-I zigzag edge, type-II zigzag edge, type-I bearded edge, type-II bearded edge, and armchair edge, are explored. Through band structure analysis and numerical simulation of edge excitation, we find that all five edges support edge states. The topological property of the type-I edge states is verified by calculating the 2D polarization of the lattice. Furthermore, the edge mode distribution manifests that multiple bands support identical edge states at the armchair and type-II bearded edges. In the experiment, the moiré lattice is generated by the CW-laser-writing technique, thereby observing all the edge states with corresponding edge excitations. This study broadens the understanding of edge states in the coupled moiré photonic lattices and provides a new platform for exploring topological physics.