The Briton suffered his eighth reverse in 10 major finals, with five of those defeats inflicted by Djokovic, and was reluctant to reflect on the achievement of reaching his first Roland Garros final.
Murray started promisingly by taking the first set in Paris, but the 29-year-old had few answers as Djokovic proceeded to move through the gears on Philippe Chatrier court.
The world number one became just the third player after Don Budge in 1938 and Rod Laver, in 1962 and 1969, to simultaneously hold all four Grand Slam trophies.
“It’s such a rare thing to have happened, and obviously the depth in the game just now is strong,” said Murray. “His performances over the last 18 months to two years have been exceptional and he deserves to be number one.”
Djokovic’s victory in Paris improved his record against Murray to 24-10, but the Briton vowed to come
back stronger and avenge Sunday’s pain should the pair meet at Wimbledon next month.