The tennis star departed Australia on an Emirates flight bound for Dubai after losing his legal challenge against a decision to revoke his visa for the second time, CNN reported.

In a virtual hearing earlier in the day, three Federal Court judges unanimously dismissed Djokovic's application to overturn the immigration minister's decision to cancel his visa, but did not publish reasons for the ruling.

The world No. 1 was scheduled to play Monday night in the Australian Open in Melbourne, where the defending champion had hoped to win a record-breaking 21st men's grand slam title.

The high-profile, off-the-court saga pitting one of tennis's biggest stars against Australia's government and public health officials overshadowed the lead-up to the year's first tennis grand slam.

In a statement, Djokovic said he was "extremely disappointed" by the decision and would co-operate with authorities in relation to his departure from the country.

"I am uncomfortable that the focus of the past weeks has been on me and I hope that we can all now focus on the game and tournament I love," the statement added.

"I would like to wish the players, tournament officials, staff, volunteers and fans all the best for the tournament."

Djokovic's ultimate destination after landing in Dubai is yet to be confirmed but Serbian Prime Minister Ana Brnabic said she was looking forward to seeing the country's star return home.

"I think the decision is scandalous. I am disappointed and I think it has shown how the rule of law functions in some other countries, i.e. how it doesn't function," said Brnabic in an interview with Beta News Agency in Belgrade.

"I look forward to seeing Djokovic in his own country, in Serbia, and to go through this together with him and give him our support in this difficult time for him."