The duo, who clash in the men's final at Wimbledon later today, grew up together on the tennis circuit as youngsters and built up a friendship.
Murray told reporters: "When we were younger, it was more friendly. We have a professional friendship now. It's hard playing in big, big matches, with a lot on the line — you can't be best of friends when that's happening.
"I still message him sometimes. We've spent a lot of time discussing various issues within tennis and doing what I think sometimes was best for the sport.
"I don't think it goes more than that right now. I would hope when we finish playing it will be different."
This will be the fourth time that the duo have faced off in a Grand Slam final with Djokovic edging these encounters 2-1, thanks to his two triumphs over the Scot at the Australian Open.