Novak Djokovic says he is "grateful" a judge overturned the cancellation of his visa in his first comments since being released from immigration detention in Melbourne. 

The Serbian tennis star posted a photo to his social media accounts showing him standing on Rod Laver Arena with his entourage after completing his first training session.

"I’m pleased and grateful that the Judge overturned my visa cancellation. Despite all that has happened,I want to stay and try to compete (at the) Australian Open," he wrote.

"I remain focused on that.

"I flew here to play at one of the most important events we have in front of the amazing fans."

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On Monday a judge ruled Djokovic's visa had been cancelled unfairly by Australian Border Force officials on his arrival to Melbourne last week but his ability to remain in the country remains unclear, with Immigration Minister Alex Hawke considering whether there are still grounds to cancel the tennis player's visa.

Just after his statement was posted, Djokovic's immediate family spoke to media in the Serbian capital of Belgrade, thanking fans for their support and praising Judge Anthony Kelly for his verdict.

Initially it was announced that the tennis ace would join his family virtually for the event, but he did not appear as planned.

"The whole process was not about tennis or the Australian Open, it was about justice for what was done to him," his younger brother Djordje Djokovic, told media.

"Novak is only fighting for the liberty of choice," he said, after personally thanking the Federal Circuit Court judge Kelly. 

"We are grateful for [the] justice system for Australia." 

His father Srdjan claimed his son's human rights had been taken away, while his mother Dijana said the men's tennis world number one was subjected to "torture".

"He has done nothing wrong, he hasn't broken any of their laws.

"He has been subject torture, to harassment."

Djokovic was released from an immigration facility on Monday after a Federal Circuit judge ruled in his favour in the court challenge against his visa cancellation.

Judge Anthony Kelly found the tennis star's detention was invalid, leaving the Australian government responsible for the athlete's legal costs. 

In its submission to the court, the federal government argued that Djokovic should not be exempt from vaccination requirements for international travellers. 

Both Tennis Australia and the Victorian government had granted him a medical exemption to compete despite not meeting vaccine requirements, due to his recent COVID-19 infection. 

On arrival last week, Border Force officials revoked his visa, and the judge ruled Djokovic was not given a reasonable period to respond. 

Police use pepper spray on Djokovic supporters

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After the judgement, fans congregated outside Djokovic's lawyer's office where chaotic scenes broke out, including clashes with police.  

Officers used pepper spray on supporters to disperse the crowd after they congregated around a black vehicle leaving the building, and one man jumped onto it.  

It is not clear if he was in the car or not, but later police said he had left the building. 

Prime Minister Scott Morrison said on Monday that Djokovic was subjected to treatment that was "the same as everyone else".

Mr Hawke still holds discretional powers to deport the Serbian star. 

"The Minister is currently considering the matter and the process remains ongoing," a spokesperson for the immigration minister said in statement on Monday night.

Family dodge questions over COVID-19 status

The world number one arrived in Melbourne to try and claim his tenth Australian Open singles title, and his 21st grand slam title, which would make him the most successful male player of all time. 

His brother said the family held no ill-will towards Australia, despite what their brother had been through. 

"We love Australia, Novak loves Australia, and we will keep coming back because we love that country," he said.

"We just have to thank all the people who gathered outside the hotel where he stayed and outside his lawyers office today for all the love and support they showed him." 

"I admire Judge Kelly and the way he led with the whole court process because it was detailed and very thorough and very neutral.

His family would not weigh in on whether the tennis star was COVID-19 positive when he posed maskless with children at an event in Serbia. 

Court documents showed he tested positive on December 16, but the tennis ace appeared to attend indoor public events after the diagnosis.

"Everything is public now ...we adjourn the press conference here," his brother said when questioned about it. 

World number six Rafael Nadal, who is tied on 20 grand slam titles with Djokovic, described the situation as a "circus".

"Whether or not I agree with Djokovic on some things, justice has spoken and has said that he has the right to participate in the Australian Open," he said. 

"I wish him the best of luck."