I do believe Jupiter's moon Io is known to cause electrical discharges and cause storms in the atmosphere of Jupiter. It is, of course, a lot closer
to Jupiter then our moon is to Earth.
Io's orbit, keeping it at more or less a cozy 422,000 kilometers (262,000 miles) from Jupiter, cuts across the planet's powerful magnetic lines of force, thus turning Io into a electric generator. Io can develop 400,000 volts across itself and create an electric current of 3 million amperes. This current takes the path of least resistance along Jupiter's magnetic field lines to the planet's surface, creating lightning in Jupiter's upper atmosphere.