Djokovic and Murray, rivals on the court for many years, surprisingly began their collaboration in November. But during their time together, Djokovic won no titles.
"Thanks, Coach Andy, for all the hard work and support over the last six months on and off the court", says the Serb in a statement.
Djokovic, who has won 24 Grand Slam tournaments, has had a tough season so far with losses in his first match in four of the five latest tournaments he has participated in.
"Thanks to Novak for an incredible opportunity to work together, and thanks to his team for all the hard work over the last six months", says Andy Murray in a statement.
Who will replace Murray is not known.
The French Championships, this year's second Grand Slam tournament, starts on May 25.
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