The Emirates plane carrying Djokovic touched down after a 13 1/2-hour flight from Melbourne, where he had argued in court he should be allowed to stay in the country.
Three Federal Court judges upheld a decision made on Friday by the immigration minister to cancel the 34-year-old Serb's visa on public interest grounds.
A unanimous ruling by a three-judge bench rejecting Djokovic's appeal against the cancellation of his visa dealt a final blow to his hopes of chasing a record 21st Grand Slam win at the Australian Open.