The world No.1's visa was cancelled on Thursday morning, hours after the Serbian player landed in Melbourne to compete in the upcoming Australian Open.

While the nine-time champion had received a COVID-19 vaccination exemption from the Victorian government allowing him to compete in the tournament, Djokovic did not have the right visa to enter Australia.

"Rules are rules, especially when it comes to our borders. No one is above these rules," Mr Morrison posted on Twitter.

"Our strong border policies have been critical to Australia having one of lowest death rates in the world from COVID, we are continuing to be vigilant."

Djokovic faces being deported from Australia although he's expected to challenge the decision in court.

The Australian Border Force said Djokovic's visa was cancelled because it did not meet the requirements.

"The ABF can confirm that Mr Djokovic failed to provide appropriate evidence to meet the entry requirements to Australia, and his visa has been subsequently cancelled," the agency said in a statement.

Federal cabinet minister Greg Hunt earlier said the decision followed a review of the vaccination exemption and "the integrity and evidence behind it".

The ABF also rejected claims from Djokovic's camp that he was denied access to his phone while he was being held at the Melbourne Jet Base at Tullamarine.

"The ABF can confirm Mr Djokovic had access to his phone."

Fully vaccinated travellers have been able to enter Australia without a medical exemption since December 15.

However, unvaccinated people must provide proof they cannot be vaccinated for medical reasons or they will be deported.

Djokovic has not disclosed his vaccination status but it is widely believed he is unvaccinated.

Serbian President Aleksandar Vucic spoke to Djokovic during his overnight detention and accused Australia of harassing the tennis player.

"I told our Novak that the whole of Serbia is with him and that our bodies are doing everything to see that the harassment of the world's best tennis player is brought to an end immediately," he said in a statement cited by Reuters.

The visa cancellation comes after the federal government challenged a statement by Victoria's Sports Minister Jaala Pulford that the ABF had asked the state to support Djokovic's visa application.

Sports Minister Richard Colbeck said the federal government did not make that request.

"We didn't ask info from the Victorian government to support a visa, it's not their role," he told ABC Radio on Thursday.

"Border Force, as I understand, asked for his information in relation to the exemption, so I think it's a bit of a red herring thrown up by Victoria."

However, a Victorian government spokesman rejected this saying the matter related to an individual visa and a change of visa status.

"He's filled in the wrong paperwork. They asked us, our departments, would we support an individual visa - so change his visa status," the spokesman said.

"We said no. The rest is a matter for the commonwealth."

Djokovic was looking to win his 10th Australian Open title in the grand slam tournament, which gets underway on January 17.

Australian Associated Press