The Serbian defeated the 31-year-old in straight sets in the final in London to win the tournament for the second time in his career.
"I was just trying to hang in there," BBC Sport quotes Djokovic as saying.
"It's not the first time that Roger started so well against me. I've experienced before his aggression, really trying to put his mark on the match.
"Whenever I needed to come up with some really good shots - really focus myself and get every ball back in the court - I did that, so I cannot be more thrilled than now."
Djokovic won the ATP World Tour Finals four years ago in Shanghai.