The 34-year-old 17 time Grand Slam champion hasn’t given up hope of another major victory despite a drought dating back to Wimbledon 2012.
Federer hadn’t lost a match since this year’s Wimbledon final which was also against Djokovic.
Both deciders will go down as classics with the Serbian World No. 1 levelling their head-to-head tally at 21-wins apiece after the Swiss had beaten Djokovic in Cincinnati in August.
“The whole America trip has been fantastic,” said Federer after the final at Flushing Meadows.
“I’m very pleased where my game is – playing Novak was a massive challenge.
“It’s been a good one, maybe not so much tonight. I thought it was a great match, I enjoyed it, and congratulations to Novak."
After copping criticism from Djokovic’s coach Boris Becker for his innovative chip-and-charge second serve return tactic (also known as Sneak Attack By Roger – or SABR), Federer had his chances but could only convert four of 23 break point attempts.
Interestingly, even with SABR, he only managed one from 11 break point conversions on Djokovic’s second serve.
After 33-year-old Italian Flavia Panetta won her maiden Grand Slam title and promptly retired earlier in the weekend, Federer stopped any notion that he could bow out at the end of this season.
“I love the sport, I have a lot of passion,” he told the crowd at Arthur Ashe stadium.
“Last thing. I’ll see you guys next year.”