Federer and Djokovic have been challenging each other for over a decade but it was thought their rivalry would tame after they paired up to help Europe win the Laver Cup.
The duo played doubles together in Chicago and became closer throughout the newly-formed tournament.
However, Federer and Djokovic found themselves on the opposite sides of the net to each other during the Paris Masters semi-final last week.
The two tennis stars played out classic three-hour tie which swayed the way of the Serbian in a thrilling deciding tiebreak.
But Federer was quick to note how their rivalry had stayed so intense despite becoming closer through the Laver Cup.
“Too bad [the loss] happened,” Federer told Swiss newspaper Blick.
“But that’s part of it. The people enjoyed it and were on the edge of their seats.
“It was a fun week in Chicago. I enjoyed playing doubles with Novak and getting some insight into his way of thinking and his life.
“We both love victory and hate losing. We push each other so far, until we get the best out of us.
“People love our rivalry – and we love them too.”
Djokovic went on to lose the Paris Masters final in straight sets to Karen Khachanov.
Meanwhile, Federer and Djokovic will return to action at the ATP Tour Finals next week.
And the Swiss star is out to win his 100th career title in London.
“I’m looking forward to a rest now and good preparation for London,” he said.
“Novak is obviously on a roll, you can feel it. He protects his serve very well. I think I did the same and at the end it came down to a few things.
“Overall I’m happy with my game. It’s better than it was last week in Basel.
“I won that tournament, here I played the semis and I needed someone of Novak’s calibre to beat me so that’s alright.”