The world number three wrote the message on a camera lens after his first-round victory on Monday, the same day that 30 NATO peacekeeping troops were hurt in clashes with Serb protesters in the Kosovo town of Zvecan - where Djokovic's father grew up.
Kosovo's tennis federation on Tuesday accused Djokovic of aggravating an already tense situation, comments echoed by the Kosovo Olympic Committee earlier on Wednesday.
The ITF, the governing body of world tennis, said it had received and acknowledged a letter from the Kosovo tennis federation and had forwarded it to "the relevant Grand Slam authority".
"Rules for player conduct at a Grand Slam event are governed by the Grand Slam rulebook, administered by the relevant organiser and regulator. There is no provision in this that prohibits political statements," an ITF spokesperson said in an emailed statement.
Djokovic is in action later on Wednesday when he takes on Hungary's Marton Fucsovics.
Djokovic has the right to speak freely, says Svitolina
Ukraine's Elina Svitolina (28) defended Djokovic on Wednesday, who caused a furore over a statement related to Kosovo, saying that in a free world, he should have the right to express his opinion.
The Ukrainian, who has called for all Russian and Belarusian tennis players to be banned from international competition over Moscow's 2022 invasion of her country, said 22-time Grand Slam winner Djokovic could speak his mind.
"Well, we are living in the free world, so why not to say your opinion on something," Svitolina said after her second-round win at the French Open.
"I feel like if you stand for something, you think that this is the way, you should say. I mean, if you are with a friend sitting, talking, you're going to say your opinion, he is going to say his opinion. So why not?"
