The detention was based upon a court-ordered arrangement agreed upon on Friday.
Djokovic was interviewed by Australian Border Forces at 8 a.m. local time at an undisclosed agreed-upon location.
He is expected to spend the night in detention before his case is heard by Australia's federal court.
The first round of the Australian Open is scheduled to begin at 11 a.m. local time on Monday, 17 January.
Djokovic has had his visa revoked twice by Australian immigration officials because he remains unvaccinated against COVID-19.
The Serbian tennis sensation arrived in Australia on 5 January to compete in the Australian Open. The 20-time major tournament champion has had the most success at the Australian Open collecting nine titles and is one major short of setting the all-time men's record for career majors.