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We study moments of the difference $D_n\left(x\right)-x^{n}n!{\mathrm{e}}^{-1/x}$ concerning derangement polynomials $D_n\left(x\right)$. For the first moment, we obtain an explicit formula in terms of the exponential integral function and we show that it is always negative for $x>0$. For the higher moments, we obtain a multiple integral representation of the order of the moment under computation.