The high-profile partnership with three-time grand slam champion Murray lasted only six months, but Djokovic said his respect for the Scot had only grown in that time.
"At the moment, I'm not in need of a coach. I don't need to rush in any context. I feel comfortable with the people around me," Djokovic told reporters on Tuesday, a day before facing Marton Fucsovics at the Geneva Open.
"In the next few tournaments, we'll see what happens."
Djokovic, 38, is winless on clay this year after exiting the Monte Carlo Masters and Madrid Open with straight-sets losses last month, and his form is a concern heading into Roland Garros, which kicks off on Sunday.
He had appointed fellow former world number one Murray ahead of this year's Australian Open and said in February he would continue working with him for an indefinite period.
"We felt like we couldn't get more out of that partnership on the court, and that's all there is to it," added Djokovic.
"My respect towards Andy remains the same, even more actually, I got to know him as a person."
