The world number two briefly scented a glorious start to proceedings in Sunday's Australian Open final, but saw a break point in the opening game disappear before he was broken himself.
Djokovic wasted little time in taking out the first set and, though Murray battled manfully, the Serb prevailed 6-1 7-5 7-6 (7-3).
It was a familiar story, the Briton's fourth loss to Djokovic in the Melbourne final.
Murray's record against Djokovic is hugely one-sided in the latter's favour and the tally in slam finals is 4-2 to the world number one.
Djokovic has won five of the past seven majors and reached the final in 17 of the previous 22. The numbers are astounding, the quality of tennis even more so.
He may refuse to consider himself a class apart from the rest, but it has become increasingly apparent that he is.
Murray, his closest rival, can hardly take a set off him; Roger Federer's awesome powers are fading; Rafael Nadal's challenge has seriously faltered; Stan Wawrinka just comes up short.
But Murray, whose conversion rate of two slams from nine finals must stick in the craw, believes the gap is closing, despite evidence to the contrary.
"I don't know how far off I was tonight. The first set I wasn't there, but the second and third sets I do think were very close," he said.
"I do think I could have played a bit better, like I said. I didn't think I hit my forehand as well as I could have done.
"When I did in the third set, that helped me out a lot. I was able to get myself into the net more. I was able to play more offensive tennis then.
"Most of the matches we played in slams I think have been competitive. Whether that looks the same from the outside or not, I don't know.
"For a three-set match, two hours and 50 minutes, it was a tough few sets."
The problem for Murray, and the rest, is maintaining that level, especially in best-of-five matches.
It was good and well for the Briton to match it with Djokovic for sets two and three, but he had dropped the first in 30 minutes.
And even when he tested Djokovic, he was unable to win a set.
The gap is wide and if Murray wants to add to his two major titles, he needs to close it – and quickly.