The Serb, who is the number one seed next week, believes that the Olympic title win last summer was a turning point for Murray.
The Scot has since gone on to win a Grand Slam, and will have all the pressure on him again as he bids for a Wimbledon title.
"The Olympic Games in London were as strong as any Grand Slam," said Djokovic. "Everyone played except Rafa [Nadal].
"I think [Murray] has dealt with the pressure really well over the last few years, especially the last year. He has always had pressure playing at Wimbledon from the media and the people.
"He got very close last year, and I think he likes it, he has learned to play under pressure - it's part of our sport."
Murray is the number two seed for the tournament, which begins on Monday.