Djokovic made the admissions in an Instagram post to clarify "ongoing misinformation" about his movements. The men's tennis number one is hoping to play in the Australian Open next week.
But his participation has been overshadowed by a row over his visa.
Djokovic, who is unvaccinated, had his visa revoked on 6 January shortly after arriving in Australia amid questions over the vaccine exemption that would have permitted him to enter.
On Monday, however, a judge dramatically overturned the decision and ordered the release of the player from detention. But the government has not ruled out further action - and the possibility remains that the country's immigration minister could cancel his visa for a second time just days before the tournament begins.
In his Instagram post, Djokovic said he went ahead with the interview, with French title L'Equipe, because he "didn't want to let the journalist down".
"[I ensured] I socially distanced and wore a mask except when my photograph was being taken," he said.
L'Equipe confirmed in an article that the tennis star wore a mask the entire time, even when their reporter asked him to take it off for five minutes.
The journalist, Franck Ramella, said that he had been told not to ask Djokovic about his vaccination status or the upcoming Australian Open so "therefore did not ask if he had considered doing a test".