The top men's tennis player was deported after losing a visa battle that centred on the fact he is unvaccinated.
Supporters gathered at the airport in Belgrade, waving the national flag and chanting "we love Novak".
"This is a shame what they did to Novak in Australia," one supporter said. "This is a shame what the world has come to."
"I myself am vaccinated, double-jabbed, but I think no-one should be forced to do something... he was judged and sentenced for his freedom of choice," he added.
This year's Australian Open tournament, which has been overshadowed by the player's visa troubles, began in Melbourne on Monday.
Djokovic had been scheduled to play later in the day, but his dramatic deportation ended his hopes of winning a record 21st Grand Slam title.
Under Australia's immigration laws, Djokovic, 34, cannot be granted another visa for three years.
But Prime Minister Scott Morrison has said he may be allowed entry sooner under the "right circumstances".
"[The ban] does go over a three-year period, but there is the opportunity for them to return in the right circumstances and that would be considered at the time," he said in an interview with the Australian radio station 2GB on Monday.