The game which lasted for over 90 minutes ensured the Serb claimed his fourth title in Paris, with a 6-2, 6-4 win over the British number one.
He has now beaten Murray in six of their seven encounters this year.
The 28-year old is also the first player to win six ATP Masters series events in the same year.
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Djokovic, this year’s Australia, Wimbledon and US Open champion, has been tipped to finish the year as the world number one for the fourth time in five years.
Meanwhile, Venus Williams beat Karolina Pliskova of the Czech Republic in two tight sets to win the WTA Elite Trophy in China Sunday and move back into the top 10 of the rankings.