The world number one has been defeated twice in the final at Roland Garros, both times by nine-times French Open champion Rafael Nadal.
Djokovic has now won eight Grand Slams in total, and believes he has what it takes to win all four.
He said: "I wasn't too far from winning a title both times when I lost to Rafa but it's a Grand Slam on the slowest surface that is physically the most demanding one. That's something that makes it more difficult in terms of winning against Nadal, he has lost only one match in his entire career which is probably the most impressive record in tennis history.
"It's very important [winning the French Open] but if I don't succeed in doing that in my career it's not the end of the world, but I am definitely going to keep on trying. I have been very, very close and that allows me to believe I can make that final step and that's something that keeps me going."
Djokovic added: "It's incredible to be able to win eight. I still feel as a 27-year-old I have years to come. Hopefully if I stay healthy and have this disciplined professionalism and commitment to everyday rituals and things I have been doing the last few years, I think I have a fair chance to get myself in another position to win a grand slam or two or three."