Moments of probability measures on a hypergroup can be obtained from so-called (generalized) moment functions of a given order. The aim of this paper is to characterize generalized moment functions on a non-commutative affine group. We consider a locally compact group G and its compact subgroup K. First we recall the notion of the double coset space G//K of a locally compact group G and introduce a hypergroup structure on it. We present the connection between K-spherical functions on G and exponentials on the double coset hypergroup G//K. The definition of the generalized moment functions and their connection to the spherical functions is discussed. We study an important class of double coset hypergroups: specyfing K as a compact subgroup of the group of inverible linear transformations on a finitely dimensional linear space V we consider the affine group Aff K. Using the fact that in the finitely dimensional case (Aff K, K) is a Gelfand pair we give a description of exponentials on the double coset hypergroup Aff K//K in terms of Kspherical functions. Moreover, we give a general description of generalized moment functions on Aff K and specific examples for K = SO(n), and on the so-called ax + b-group.Mathematics Subject Classification. 20N20, 43A62, 39B99.