Hill sphere
A typical extrasolar "hot Jupiter", HD 209458 b, has a Hill sphere radius of 593,000 km, about eight times its physical radius of approx 71,000 km. Even the smallest close-in extrasolar planet, CoRoT-7b, still has a Hill sphere radius (61,000 km), six times its physical radius (approx 10,000 km). Therefore, these planets could have small moons close in, although not within their respective Roche limits.