One of the most extraordinary episodes in tennis history ended with the Federal Court of Australia upholding the decision of the country's Immigration Minister to cancel Djokovic's visa for a second time.
The nine-time Australian Open champion found himself in a fight with the government from the moment he landed in Melbourne last week as a political storm raged over an exemption allowing him into the country despite being unvaccinated against coronavirus.
Now he is heading home, leaving the rest of the players and the tournament to try to bring the focus back to tennis.
The decision means nine-time champion Djokovic will not be defending his title at the Australian Open, which starts on Monday, and is banned from Australia for three years - although that can be waived.
Giving his reaction, Murray told the BBC: "Novak is someone I have known since we were 12 years old, he is someone who I respect and have competed against. I don't like he is in this situation and I don't like he has been in detention.
"The situation has not been good all round for anyone. Hopefully, from all sides, from the tournament and from Novak, we can make sure this doesn't happen at any other tournaments and that something is in place ahead of time.
"It feels everything here happened extremely last minute and that's why it became such a s***show."
The ATP described the saga as a "deeply regrettable series of events" and said Djokovic's absence was "a loss for the game".
The governing body said in a statement: "Today's decision to uphold Novak Djokovic's Australian visa cancellation marks the end of a deeply regrettable series of events.
"Ultimately, decisions of legal authorities regarding matters of public health must be respected. More time is required to take stock of the facts and to take the learnings from this situation.
"Irrespective of how this point has been reached, Novak is one of our sport's greatest champions and his absence from the Australian Open is a loss for the game.
"We know how turbulent the recent days have been for Novak and how much he wanted to defend his title in Melbourne. We wish him well and look forward to seeing him back on court soon. ATP continues to strongly recommend vaccination to all players."
Djokovic founded the Professional Tennis Players' Association in 2020 alongside Canadian Vasek Pospisil as an organisation to represent solely the players.
The verdict brought support from some of his allies, with John Isner saying on Twitter: "Nole always has and always will be class. He's an absolute legend in my book that has brought so much good to millions around the world. This isn't right."
Pospisil added: "There was a political agenda at play here with the elections coming up which couldn't be more obvious. This is not his fault. He did not force his way into the country and did not "make his own rules"; he was ready to stay home."
Australia is the first country to require mandatory vaccination of players but it will not be the last and, when the dust settles, the big concern within the sport will be to ensure this situation is never allowed to happen again.
Former British number one Greg Rusedski wrote on Twitter: "This whole mess with Novak could have easily been avoided.
"If the Australian Open and Victorian Government would have said no medical exemptions are allowed to participate @AustralianOpen. You have to be double vaaxed or you cannot participate. Why did this not happen?"