The champion Serb player has bought the entire annual production of pule, a cheese made from donkey milk, for a chain of restaurants, the Telegraph online reports.
The Serbian delicacy, said to be the world's most expensive cheese, sells for 1000 euros ($NZ1550) a kilogram.
Djokovic reportedly said he wanted to ensure he had enough of the crumbly white cheese to supply a chain of restaurants he is opening in his homeland.
Some 25 litres of fresh donkey milk are needed to make a single kilogram of pule.
The Zasavica farm from which Djokovic sources his pule is described as the only place in the world where donkeys are milked for cheese.
Donkey milk is said to be very healthy for humans as it has anti-allergen properties, contains only one per cent milk fat, and is drunk only fresh because precious ingredients get lost if boiled.