In a now-famous interview from 2020, Djokovic explained that he was never really close with Nadal but they share a lot of respect for one another.
To most tennis fans it won't come as a surprise especially those that follow either player. In the big three Djokovic always looked out of place with Nadal and Federer sharing a closer relationship with each other than with the Serbian.
"Well, look, we have to define what close friends means. We were never really as close as I would be close with my childhood friends or he would with his. We push each other, we drive each other to be the best we could possibly be with the tennis racquet on the court. It's just it's really hard [to be close friends] because [we are each other’s] main rivals. [We] both [are] fighting for something that only one can get.”
Despite that, Djokovic epxlained that they always had a lot of respect for one another:
"But we always had respect for each other because I think, we are all aware of how many kids look at us, look what we do, what we say, how we behave towards each other and towards the sport, towards other people. The example that we give is something that is very important to all of us."