Nicola Arzani swiftly tried to excuse his faux pas by pointing out "there are so many British press here" while Djokovic, in mock disgust, made for the door.
When he returned to his seat, the world number three admitted he would not enjoy the kind of media attention which follows Murray and his bid to become the first British man to land a grand slam singles title since Fred Perry in 1936.
"It's a tough situation for him to face this pressure from the media being a British player," said Djokovic.
"Everyone expects him to win Wimbledon because he is coming from a great country of tennis with a great history.
"Wimbledon, as we all know, is the most prestigious tournament in our sport.
"And he has faced that all of his career and managed to become one of the best players in the world so you have got to give him credit for that.
"On one hand I would like to be in his shoes because he gets a lot of support because of the country he comes from but, on the other, I wouldn't like it because of the media attention he faces."
Unlike Murray, Djokovic has already broken his grand slam duck, winning here in 2008 against Jo-Wilfried Tsonga.
Murray has reached two finals, in Melbourne 12 months ago and in New York in 2008, and lost to Roger Federer both times.
"We both know how difficult it is to make that final step and win a title, especially if you have Nadal or Federer across the net," added Djokovic, who was an impressive winner over the Swiss in the semi-finals.
"In 2008, I had Tsonga. He had played a great tournament but still it was both of us trying to fight for a first title.
"It was big pressure, you feel the expectations.
"You feel that you are right there and just need to take that final step.
"But I feel that I am more experienced now.
"Definitely winning a grand slam title here three years ago gives me a little bit of a mental advantage for the final."
Djokovic had a shorter off-season than most after helping Serbia win the Davis Cup at the start of December and he openly admits that success over France, coupled with his defeat of Federer in the 2010 US Open semi-finals when he had to save two match points, has seen his confidence rocket heading into 2011.
"That Federer match has played a role in the confidence I have carried into the new season," he said.
"But I think it has had more to do with the Davis Cup win which has given me the wind on my back.
"From that moment on I felt very eager to come back to the court and play more matches because I felt that I could play my best tennis.
"And it has proved to be correct and I am very satisfied to begin my season in a grand slam final."
If he is to claim his second major title, Djokovic will have to get the better of someone he has long considered a friend after he and Murray came through the junior ranks together.
And the 23-year-old from Belgrade admits it will be strange to be on the opposite side of the net in such a big occasion.
"I don't think we were planning to meet each other in a grand slam final when we were juniors," he said. "But we were certainly dreaming of being in a final.
"You could feel when we were 12, 13, 14 that we both had a great talent and the motivation to succeed.
"I knew back then when I watched him play that he was going to become a top-five player."
The pair practised together in Perth around the Hopman Cup before coming to Melbourne but Djokovic is happy to put their friendship to one side, for a few hours at least.
"I sent him a text message after his semi-final win saying 'it is the Perth final' because we had practised there together.
"We had fun. We played football there...he won, unfortunately.
"It was a fun couple of weeks and I think we have reconnected with our friendship over the last 12 months.
"But we have to forget about all of the that when we step out on to the court.
"It's business and I am sure he is going to be very eager to win a first grand slam title."