Models of the internal structure of the Moon and Galilean satellites of Jupiter—Io, Europa, and Ganymede—based on the geophysical (the mass and moment of inertia from recent Lunar Prospector and Galileo gravity measurements, and seismic velocities for the Moon), geochemical (the chemical composition of meteorites), and thermodynamic (modeling of phase relations and physical properties in the Na 2O–TiO 2–CaO–FeO–MgO–Al 2O 3–SiO 2–Fe–FeS system) constraints are constructed. Bulk composition of the Moon (enrichment in SiO 2, FeO, and refractories, and depletion in MgO) resembles neither the terrestrial matter nor the material of chondrites and achondrites. The radii of a lunar core are estimated to be 310–320 km for the Fe core, and 430–440 km for the eutectic Fe–FeS core. The Moon has the lowest Fe tot/Si weight ratio, 0.40–0.47, among the terrestrial planets, chondrites, and satellites of the outer Solar System. The correspondence between the density and moment of inertia values for bulk Io and rock–iron cores of Europa and Ganymede shows that their bulk compositions are, in general, similar and may be described by the composition close to L and LL chondrites. For such composition and density models, radii of the Fe core and eutectic Fe–FeS core are estimated to be R(Fe core)=590–630 km and R(Fe–FeS core)=830–875 km for Io, R(Fe core)=420–510 km and R(Fe–FeS core)=610–710 km for Europa, and R(Fe core)=580–650 km and R(Fe–FeS core)=820–900 km for Ganymede with an outer shell composed of the ice solid phases. The results of modeling support the hypothesis that Io, Europa, and Ganymede have a massive metallic core in which a magnetic field may be produced. Thickness of an ice–liquid outer shell in Europa is estimated to be 120–140 km (7–8% of total mass); thickness of a solid ice outer shell in Ganymede is expected to be 890–920 km (46–48% of total mass). Models showing the outer shell of Ganymede to consist of a mixture of water and ice are considered, and the thickness of an outer water-ice shell (780–850 km) and Fe–FeS core radii are estimated. The possibility of an inner liquid–water layer beneath the icy surface of Ganymede cannot be ruled out if the bulk composition of its rock–iron core were close to the composition of LL (rather than L) chondrites.