Murray saw off the world number one 6-4 7-5 6-4 to lift the trophy on Centre Court.
"Congratulations to Andy, you absolutely deserved it, you played incredibly," Djokovic told BBC Sport. "I know what it means to you guys in the whole country, so well done.
"It makes his success even bigger because I know the pressure and expectations he is under. It is a great achievement. I gave it my all and it was an honour to be in this match, in this final."
Djokovic was bidding to win his second title at SW19 after triumphing in 2011.