The Serb confirmed this after receiving the top men's honour at the Laureus awards.
The 24-time grand slam title-winner ended a five-year partnership with Croatian coach Goran Ivanisevic last month following his third-round exit at Indian Wells.
He had former doubles world No.1 Nenad Zimonjic with him at the Monte Carlo Masters earlier this month, but the 36-year-old is pondering whether to navigate this late stage of his tennis career by himself.
"I am considering whether I should or shouldn't have the coach," Djokovic said.
"I had a really good time with Zimonjic ... we're talking about continuing. Let's see, I'm going to make the decision in the next period."
"It's not like I think I don't need a coach at all. I think there's always value in having that quality team... But I think I'm in the stage of my career where I can afford to maybe think having no coach is also an option."
Djokovic also confirmed he will skip the Madrid Open. "I'm preparing my body to be ready particularly for Roland Garros, Wimbledon, Olympic Games and US Open. That's the most important block of the year for me.
"I'm intending on playing in Rome. This year has been a bit different for me, the start - I'm still finding my best level of tennis. Hopefully that can still come in Roland Garros," he said.
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