As many revenge tragedies, Shakespeare's Macbeth is a deeply moral play.
First, morality in the play is closely tied with religion. The witches are evil and associated with the devil. If you make deals with the devil or his servants, according to the beliefs of Shakespeare's period, you will be damned.
Ambition in moderation can lead to excellence, but in excess it leads to evil. Macbeth's success and positive contributions to Scotland were caused by ambition but so too was his killing Dncan and becoming a tyrant.
Evil is its own downfall. Macbeth's descent into evil causes people to abandon his cause and turn on him, leading to his eventual downfall.
One possible moral:
In Act 1 Scene 3 right after the witches tell Macbeth that he will become the Thane of Cawdor, Ross arrives and tells Macbeth that he has indeed become the Thane of Cawdor, Banquo says,
"What, can the devil speak true?"
Act 1 Scene 4 Duncan says of the Thane of Cawdor,
"There's no art to find the mind's construction in the face"
The moral here would be that human understanding has limitations. It's an idea that Shakespeare may have found in the Bible. One example can be found in the story of Samuel annointing David in which God tells Samuel how men can judge a face, but only God can judge the heart.