The Serbian became the first man in the Open era to claim three successive Melbourne crowns by seeing off Murray in four sets – and also gained revenge for his US Open final defeat to the Scot in September.
Murray has cut a forlorn figure after his previous Grand Slam final defeats but he was more upbeat on this occasion as he looked forward with optimism to the rest of the season.
He said: "There are going to be some obvious reasons for me feeling a little bit better.
"The last few months have been the best tennis of my life. I made the Wimbledon final, won the Olympics, won the US Open. And I came close here as well.
"No-one (in the Open era) has ever won a slam, the immediate one after winning their first. It's not the easiest thing to do. And I got extremely close.
"So I have to look at the positives of the last few months and I think I'm going in the right direction.
"I felt much more comfortable on the court in the final here than I did at the US Open, so that has to be a positive."
Murray's self-belief has certainly grown over the past six months, to the point he now feels at home in major finals.
"Before the US Open match I was unbelievably nervous beforehand and was doubting myself a lot," he added.
"I didn't go on the court here having those doubts. I went on the court and felt pretty calm from the beginning.
"I was obviously still nervous, but I think I just felt more at home in a match like that on a court like that when you're playing for a Grand Slam title.
"The first few times I played for a Grand Slam I definitely struggled with it."
Murray revealed he only spoke briefly with coach Ivan Lendl after his defeat.
"He just said 'bad luck'. That's it," Murray said. "There's no point going into huge detail about the match two minutes afterwards. We'll go away and spend a bit of time apart.
"When I go to start training over in the States, we'll discuss it – not just this match but the start to the year and the things I need to improve on if I want to keep getting better."
For Djokovic, he is in the familiar position of starting the year on a high after winning his sixth Grand Slam crown.
"The priority for me now is to enjoy this victory," he said. "In life you don't get many opportunities to win Grand Slams. As a tennis player that's the pinnacle of your ambitions and of your success."
DJOKOVIC flew out of Melbourne on Sunday night to prepare for Serbia's Davis Cup tie in Belgium.
After that he will turn his attention to the European claycourt season and, in particular, the French Open – the only Grand Slam he is yet to win.
"Of course I want to go all the way at Roland Garros," he said.
"I got to the finals last year and had a great match against Rafa (Nadal), but he's always the favourite on that surface. But I think if I continue to play well, stay healthy I have a chance."