He spent time with the youngsters at a UNICEF-supported "child-friendly" space in Belgrade on Tuesday
Djokovic, who is a Goodwill Ambassador for UNICEF, said he was hurt personally at seeing children who "don't know where they are going, where they are heading, what tomorrow brings."
Since the beginning of the year, 129,947 people have been registered in Serbia as asylum applicants, UNICEF said in a news release.
According to estimates from the United Nations refugee agency, UNHCR, at least the same number have passed through Serbia without registering.