Djokovic's 6-7 (2-7), 7-6 (7-3), 6-3, 6-2 victory over Murray reversed his US Open final loss to the Scot in September and also ended a year-long Grand Slam drought after falling to Nadal in Paris and to Roger Federer at Wimbledon.
"The priority for me now is to enjoy this victory," he said. "In life, you don't get many of the opportunities to win Grand Slams. So I try to enjoy it for few days with the people I love the most, family, friends and team.
"And then after I turn to the rest of the season.
"It's Davis Cup already coming up, indoors, clay courts, next weekend, so that's going to be a lot of fun.
"And then after that, obviously there is still four or five months til the French Open."
Asked if he would prefer to win the French Open or end 2013 as world No 1, Djokovic said: "I want everything.
"I have no reason not to be confident."
With doubts remaining over Nadal's ability to make a successful comeback after his eight-month injury layoff, few would bet against Djokovic adding the French crown to his four Australian Opens and 2011 Wimbledon and US Open titles. For now, though, the 25-year-old is savouring becoming the first man in the professional era to reign for three straight years in Australia.
"Every tournament, especially the major tournaments, is very special," Djokovic said. "Of course also adding to that the history part, winning it three in a row, it's incredible.
"It's very thrilling. I'm full of joy right now.
"It's going to give me a lot of confidence for the rest of the season, that's for sure."
Novak Djokovic
*Age: 25
*Born: Belgrade, Serbia
*Lives: Monte Carlo
*Height: 1.88m
*Weight: 80kg
*Plays: right-handed (two-handed backhand)
*Ranking: 1
*Career prize money: US$48.1 million ($57.5m)
*Career win-loss: 470-123
*Career titles: 35
*Grand Slam titles: 6 (Australian Open 2008, 2011, 2012, 2013; Wimbledon 2011; US Open 2011)
*Australian Open win-loss record: 39-5
*Best Australian Open performances: winner 2008, 2011, 2012, 2013
-AAP