The world number one lost 6-3, 5-7, 6-4 to the Serb in an early season classic, the Briton's first defeat in 29 competitive matches.
But Murray said it would mean little when he soon begins his latest attempt to win in Melbourne where he has agonisingly lost five finals.
"I still think I have a chance of winning the Australian Open after tonight," he said after the defeat in Doha. "I don't think that changes. It's disappointing to lose for sure. I have a chance to win the Australian Open still."
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Murray lost Melbourne finals in 2010, 2011, 2013, 2015 and 2016 — four of those to Djokovic.
Despite defeat in Doha, Murray said he had gained plenty from the week-long tournament.
"I think physically it was a good test to start the year, and I did good here," he said. "My body feels all right just now, so that's positive.
"Still think there are things I can do better. You know, I wasn't that clinical on break points this week, which maybe that comes with playing a few more matches," he added.
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Djokovic, who has won the Australian Open five times in the last six years, said Doha had provided perfect preparation for Melbourne.
"Best scenario I could ask for beginning of the season," he told reporters. "Playing five matches and then three hours against the biggest rival, and winning in a thrilling marathon match is something that definitely can serve as a positive incentive for Australia."
The world number two also said that he expects further battles with Murray, possibly in the final in Melbourne.
"I hope we are going to play against each other," said Djokovic. "We make each other work hard and improve and continuously work on our games and ourselves. We strive to get better, both of us."
Murray targets 'strong' year-end to topple Djokovic
With six titles already, if Djokovic manages to win again in Melbourne this year he will go down in history as the player who has won the most Australian Opens.
A seventh victory would pull him one clear of Roy Emerson, who also won six titles but in the amateur era.
The Australian Open begins on January 16.
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