The world number one was stopped by border officials on arrival to Australia late Wednesday and his visa was cancelled for failing to meet Covid vaccine-entry requirements.
He faces deportation but has launched a court challenge to stay in the country and play at this month's Australian Open where both he and Nadal would be chasing a record 21st Grand Slam title.
Nadal contracted Covid last month and said he was a big believer in getting vaccinated to stem a pandemic in which "a lot of people had been dying".
"I went through the Covid, I have been vaccinated twice. If you do this, you don't have any problem to play here. That's the only clear thing," he said in Melbourne after winning his first singles match on the ATP Tour since August.
"The only for me clear thing is if you are vaccinated, you can play in the Australian Open and everywhere, and the world in my opinion have been suffering enough to not follow the rules.
"He made his own decisions, and everybody is free to take their own decisions, but then there are some consequences," he added of Djokovic.
"Of course I don't like the situation that is happening. In some way I feel sorry for him.
"But at the same time, he knew the conditions since a lot of months ago, so he makes his own decision."
Djokovic had claimed on Instagram this week that he had obtained an exemption to play in the Australian Open without being vaccinated.
The 34-year-old has refused to reveal his vaccine status publicly, but has previously voiced opposition to being jabbed.
But the news sparked outrage in a country that has endured months of restrictions and lockdowns, and Nadal said he understood the reaction.
"A lot of families have been suffering a lot during the last two years with all the pandemic," he said.
"I mean, it's normal that the people here in Australia get very frustrated with the (Djokovic) case because they have been going through a lot of very hard lockdowns, and a lot of people were not able to come back home."
The Australian Open starts on January 17.
