Judges rejected a challenge launched by the unvaccinated star after the government cancelled his visa on “health and good order” grounds.
Djokovic, who accepted the ruling and left on a flight to Dubai yesterday, said he was extremely disappointed.
It marks the end of a ten-day saga, in which Djokovic fought to stay to defend his title in the Australian Open.
The Australian Open could have seen Djokovic make history by winning his twenty-first Grand Slam.
Australian Prime Minister Scott Morrison welcomed “the decision to keep our borders strong and keep Australians safe”.