The 24-time Grand Slam champion had his visa cancelled ahead of the 2022 Australian Open following days of drama over Australia's COVID entry rules and his unvaccinated status.
"I have to be quite frank," Djokovic said in an interview with Melbourne's Herald Sun newspaper.
"The last couple of times I landed in Australia, to go through passport control and immigration – I had a bit of trauma from three years ago.
"And some traces still stay there when I'm passing passport control, just checking out if someone from immigration zone is approaching.
"The person checking my passport – are they going to take me, detain me again or let me go? I must admit I have that feeling."
The Serbian returned to Melbourne Park in 2023 when the worst of the pandemic was over and won a 10th Australian Open title.
"I don't hold any resentment, to be honest," Djokovic added. "I don't hold a grudge. I came right away the year after ... and I won.
"My parents and whole team were there and it was actually one of the most emotional wins I've ever had considering all that I'd been through the year before."
Djokovic, who is ranked seventh in the world, will be on the hunt for a record 25th major title when the 2025 Australian Open begins next Sunday.
