The direct object of an active verb is the noun or noun phrase that receives the action of the verb. So in
Billy's car ran over Bobby
Bobby is the unfortunate recipient of the verb, so "Bobby" is a direct object.
When the sentence is transposed to the passive, i.e., with a verb composed of a form of "to be" and a past participle:
Bobby was run over by Billy's car
by definition, the subject receives the action of the verb, so there's no place for a direct object. That's why sentences in the passive don't have them.
Note that there are objects of things other than verbs. For example, prepositions. In a passive sentence, the actor (formerly the subject in the active sentence) may be relegated to the object of the preposition by.