We investigated non-equilibrium atomic dynamics in a moving optical lattice via observation of atomic resonance fluorescence spectrum. A three-dimensional optical lattice was generated in a phase-stabilized magneto-optical trap (MOT) and the lattice was made to move by introducing a detuning between the counter-propagating trap lasers. A non-equilibrium steady states (NESSs) of atoms was then established in the hybrid of the moving optical lattice and the surrounding MOT. A part of atoms were localized and transported in the moving optical lattice and the rest were not localized in the lattice while trapped as a cold gas in the MOT. These motional states coexisted with continuous transition between them. As the speed of the lattice increased, the population of the non-localized state increased in a stepwise fashion due to the existence of bound states at the local minima of the lattice potential. A deterministic rate-equation model for atomic populations in those motional states was introduced in order to explain the experimental results. The model calculations then well reproduced the key features of the experimental observations, confirming the existence of an NESS in the cold atom system.