Novak Djokovic released a statement on Sunday night, just minutes after the Australian Federal Court unanimously ruled to dismiss his application to have his visa cancellation overturned.
Around 100 of his supporters were gathered outside the Federal Court in Melbourne, listening to the live-streamed hearing over a loudspeaker.
It took around 5 minutes for news of the loss to spread.
One supporter told 1News that he was devastated.
"For me, this is no justice," he said.
"They're always talking freedom of choice for vaccine, where is the freedom of choice?"
While the disappointment was palpable, supporters spent the next hour singing and dancing while waving flags.
In a statement, Djokovic said "I am extremely disappointed with the Court ruling to dismiss my application for judicial review of the Minister’s decision to cancel my visa, which means I cannot stay in Australia and participate in the Australian Open.
"I respect the Court’s ruling and I will cooperate with the relevant authorities in relation to my departure from the country.
"I am uncomfortable that the focus of the past weeks has been on me and I hope that we can all now focus on the game and tournament I love. I would like to wish the players, tournament officials, staff, volunteers and fans all the best for the tournament.
"Finally, I would like to thank my family, friends, team, supporters, fans and my fellow Serbians for your continued support. You have all been a great source of strength to me," the statement said.
The three-judge panel of the Federal Court ruled unanimously against the tennis world No.1 on Sunday evening, after hearing his case in an extraordinary out-of- hours sitting earlier in the day.
He's been ordered to pay the costs of the federal government in running the case.