Her younger brother Prince Sixtus Henry of Bourbon-Parma announced her demise, as the death toll in Spain increased to 6,528, now the second highest in the world after Italy (10,023).
The global death toll from the virus surged past 106,000 on Saturday, with the United States quickly becoming the epicentre of the pandemic that first emerged in China late last year.
At the climax of Holy Week for the planet's two billion-plus Christians, congregations were shuttered at home to avoid spreading the pathogen that has infected at least 1.7 million worldwide.
Djokovic posted a video on Instagram showing him exchanging shots with another man at a tennis club in the coastal city of Marbella, where the Serb has reportedly stayed.
Spain's nearly 47 million people have since March 14 lived under one of the strictest virus lockdowns in the world, with adults authorised to leave home only to buy food, medicine or walk the dog.
Spaniards took to the streets to jog, cycle and rollerskate for the first time following 48 days of confinement on Saturday as some European nations cautiously eased virus lockdowns while Russia reported a sudden surge in its infections.
But as governments lift restrictions to boost their stagnant economies, there have been widespread fears of a second wave of infections that could plunge the world back into lockdown.
Brazil's Health Ministry registered 14,919 new confirmed cases in the prior 24 hours, taking the total to 233,142, behind the United States, Russia and the United Kingdom. Brazil has done just a fraction of the testing seen in those three countries.
It was the smallest daily increase since March 23 in Spain, which is suffering one of the worst COVID-19 outbreaks in the world. The update for the last 24 hours raised the country's overall number of fatalities to 16,353 and the number of confirmed cases another 4,800 to 161,852.
Some intensive care specialists are trying to hire more permanent staff. Others want to create a reservist "army" of medical professionals ready to be deployed wherever needed to work in wards with seriously ill patients.