Morals aren't exclusive to humans. A situation has been observed where a chimpanzee showed moral indignation. A female was seen beating a much bigger and stronger male, who let it happen and did not react. This is pretty unusual. The female chimp was hitting him because previously he had watched her being abused by some other chimpanzee and did not intervene. So here we can see what morals really are: they are a socially motivated behavior which comes from the neocortex which is capable of storing patterns which use other patterns as their building blocks.

So we can say, no brain = no morals. A brain but no neocortex = no morals. A brain and neocortex = these have some semblance of morals and the morals will be more complex the more neocortex there is.