The morning after the night before brought with it a realisation for Andy Murray that now the hard work must begin again.

His loss to Novak Djokovic in the Australian Open final on Sunday – Murray's fifth in six grand slam finals – was a deflating experience. But, with last year's US Open title under his belt, everything Murray does now is coloured by the perspective that being a grand slam champion brings.

Listening to Murray dissect the encounter with Djokovic, and just how closely matched the pair have become – the 6-7, 7-6, 6-3, 6-2 scoreline did not quite show how tight it was – it was apparent that amid the disappointment there was a firm determination to continue improving and give himself more chances to win major titles.

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If he needs convincing, then he need look no further than his coach, Ivan Lendl. Like Murray, he lost his first four grand slam finals before winning No.5. Like Murray, he missed his next chance – and his next – but he went on to win a further seven.

His story is the perfect model for Murray. There was some conjecture here as to whether Murray could be considered the world's best player had Djokovic not taken his revenge for the defeat at Flushing Meadows. Not only would Murray have won back-to- back slams, he would have held two of the four slam titles (to Djokovic's none), with an Olympic gold medal to boot.

However, the quirks of the ranking system mean that even if he had won on Sunday, Murray would still have been around 3000 points behind Djokovic, an indicator of just how consistent the Serb has been, both in and beyond the slams. That, for Murray, is the next step. He has made the semi-finals or better in eight of the past nine grand slams, including five finals.

But in the Masters 1000s, the next rung down, although he has won six titles in the past three years, he has also gone out in his first match on six occasions. After a little break to rest his body, Murray will head back to Florida to train with Lendl. He will not compete again until the BNP Paribas Masters, which begins in early March, and, having gone out in round two last year, he has a good chance to make up points.

"My next goal is to try to play good tennis in Indian Wells and Miami [which follows the week after]," Murray said yesterday. "I've realised in the last year or so that when I set myself short-term goals I tend to play better tennis that way.

"Previously, after every slam I would look ahead to the next one and kind of take my eye off the ball with the other events, so that's the immediate goal. I am also slightly thinking about the French Open. It's a tournament I'm capable of doing well in, but for me it takes a lot of practice, a lot of hours on clay to get used to it. So that's a major goal for me, but I've got to do well in the next few months.

"I obviously didn't do particularly well on the clay until the French last year [where he reached the quarter-finals]. Indian Wells wasn't good so there's obviously potential to pick up points and improve my ranking."

With Rafael Nadal due to make his long-awaited return from injury next week in Vina del Mar, Chile, the competition for points and the sport's biggest prizes is only likely to increase and Murray knows that achieving his lifetime goal of becoming world No.1 will require a monumental effort.

"I think [the slams] should be the events that dictate the majority of the rankings but that's not always the way it works," he said. "If I had won here I would have two slams, a Wimbledon final and Olympic gold and still be well behind Novak. The argument a few years ago was with [Caroline] Wozniacki being No.1 without a slam. Novak would still have been significantly ahead of me even if I'd won. His consistency just now, Rafa coming back: it's going to get tougher. I'll need to do well the next few months and not play badly, especially in the Masters Series events. I will need to do well there."

Speaking shortly after the final, Murray hinted that splitting the men's semi-finals over two days runs the risk of being unfair on the man playing second. This year, that was him, but organisers will point to the fact that until Djokovic's win on Sunday night, four of the last five winners came through the second semi-final. Murray did not complain about his treatment, far from it, but the tournament director in Melbourne, Craig Tiley, is known as one of the best listeners on the Tour and it would be a surprise if he did not restore parity some time soon.

In the meantime, Murray will continue to ask himself if there was anything else he could have done to get the better of Djokovic this time round. The Serb has a habit of improving as a match goes on, even the biggest matches, and, in the end, Murray could not quite keep up with him for long enough. The Scot said he did not think there were any technical issues that let him down but admitted it was a concern that he had been unable to break Djokovic's serve.

"I will have a think about why I maybe didn't create as many chances on the return as I've done in the past," Murray said. "I'll look at that but the way I was striking the ball was fine. My tactics were right. I just didn't give myself enough opportunities on his serve, so that's what I'll think about: trying to improve my return."

Murray said he will speak to Leon Smith, the Davis Cup captain, in the next few weeks about Britain's tie in April. He is likely to play, but for now his focus is on himself. With Lendl in tow, and having chosen to skip tournaments in Europe or Dubai next month, Murray should have a clear mind and a fresh body by the time he arrives in California.

He has lost in the second round there in each of the last two years but don't expect him to do so again this time.