In a rematch of the 2021 French Open decider, Tsitsipas lost 6-3 7-6(4) 7-6(5) as the Serbian claimed a record-extending 10th Australian Open and 22nd Grand Slam title to match Rafael Nadal (36).
Though falling short again in his goal of becoming Greece's first Grand Slam champion and world number one, Tsitsipas was philosophical in defeat.
"Of course, I was dreaming about the trophy, lifting that trophy. I even dreamt it last night in my sleep," he told reporters.
"The desire is really there. I really, really want it badly. But just dreaming about it won't make it happen. You got to act.
"Losing finals is not the best feeling in the world, for sure.
"But definitely much better playing finals than being stuck behind in the semi-finals."
Despite a fine fortnight at Melbourne Park, third seed Tsitsipas was short of his best in the final, though loath to admit it.
Wobbly serving cost him the first set and his usually devastating forehand was a liability throughout, producing 27 unforced errors versus 11 winners.
Djokovic barely gave him a chance on serve, though, and the Serb saved the one set point Tsitsipas had held against him in the second set with an imperious forehand winner.
Tsitsipas praised Djokovic as "the greatest" to hold a racket in his runner-up speech.
He was similarly effusive in his news conference, saying Djokovic had made him a much better player.
"Getting our asses kicked is for sure a very good lesson every single time," he said.
"I find it a very important part of my career, to have a player like him that will help me grow better and do bigger things."
At 24, Tsitsipas has his career ahead of him and can hope for clear air eventually when the likes of Djokovic and Nadal hang up their rackets.
While admitting he needs to improve certain things about his game, confidence is unlikely to be one of them.
"I don't see any reason to be lowering my expectations or my goals. I am born a champion," he said.
"I can feel it in my blood. I can feel it as a competitive kid that I was when I was young. It's something that is within me."
