Using data taken by the ARTEMIS spacecraft near Moon, we statistically study the properties of Kelvin-Helmholtz (KH) waves and the thicknesses (ΔY) of initial velocity shear layers on the magnetopause at lunar distance. Based on a total of 48 KH wave events and 14 estimates of ΔY, the average KH wavelength (λX) and ΔY are found to be 16.05 RE and 0.53 RE at lunar distance, respectively, which are larger than those at near-Earth magnetopause. The λX to ΔY ratio ranges from 18 to 41 at lunar distance, way beyond the range (6–13) predicted by the linear theory. This result indicates that the KH waves observed at lunar distance are not of the fastest growing mode according to linear theory. This study poses the first statistical study on λX and ΔY, providing insights into the generation and development of KH waves at lunar distance.