Djokovic was beaten 6-4, 7-5, 6-4 as Murray ended a 77-year wait for a British men's singles winner at the All England Club.
Murray and Djokovic are now firmly established in the world's top two and honours are even in four Grand Slam final clashes - with two wins a piece, following the Scot's breakthrough Slam victory in New York last year.
"I think Andy knows what he needs to do to win big matches now, after the Olympics, the US Open and now Wimbledon," said Djokovic. "Wins boost your confidence and you need that self-belief in important moments and he's got that now.
"I know it means a lot for him and the country. It's the most important tennis tournament in the world and for him, as a British player, it couldn't be more perfect. He had a huge motivation to win here.
"The atmosphere was incredible for him, not so good for me but I expected that."
Djokovic had chances but the resilience of Murray proved decisive - though the Serb saved three Championship points before he finally surrendered as an expectant nation breathed a collective sigh of relief.
"He was a better player in decisive moments," added Djokovic. "I was up in the second and third sets and I allowed him to come back for no reason.
"He was getting some incredible shots, he was all over the court and played fantastic tennis.
"I should have played better in key moments but I didn't stop fighting, it wasn't my day and I didn't play at the top of my abilities.
"I wasn't patient enough and my serve was not as good as it has been at this tournament but that is also because he is such a good returner.
"I can't be too disappointed with my whole tournament, you can't win every time."
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