The Serbian Football Federation has more than three hours to win 7-6 (8/6), 5-7, 7-6 (7/3).
He will meet Russian Prime Minister Karen Khachanov at the end of Sunday, as he looks likely to return to the 33 Masters Masters Rafael Nadal.
Djokovic, who replaced Nadal with a hamstring problem, is now heading to Federer as the 25-22 general, and has failed to qualify for the Swiss since 2015.
"Novak is clear, it's felt, at the end he had a few things here," said Federer, who returned to Paris this week for the first time in three years.
"But overall, I'm happy with my players, it's better than Basel last week, where I won the competition, I played with semis, and needed someone from Novak to beat.
"That's the reality, I hope to relax and prepare for a good London (ATP Finals)."
Djokovic will seek the fifth edition of Paris, after refusing to award Federer a 100th birthday card, although Wimbledon and the US Open Open have pushed the 37-year-old forward.
Djokovic watched four yellow cards, one of which Federer saved the wonderful goal of the game when he gave the 4-3 lead.
Goalkeeper Federico Djambovic picked up the challenge, despite having two more points over Serb, the first time they played in Switzerland.
The best chance of the game was much more valuable when Federer scored only two points in the 6-5 win, replacing Djokovic, who left the court after failing to score the goal give it to you.
Federer turned two more points to open the third and Djokovic struck the ball when his ankle appeared to have climbed to the top.
The Serbian star struck his penalty when Federer once again escaped 15-40 to 5-4, but the 20th Grand Slam of the league has been hit by his last performances for the season.
Djokovic won the five-point lead over five consecutive seasons, winning the third successive victory over Federer's goal in the final.
Khachanov breaks the new ground
Khachanov, 22, has won the Masters final for the first time since beating Australia's sixth-placed Dominic Thiem 6-4, 6-1.
"I am very happy to win this one so that I can win the final, but the game is not over, I hope to hopefully play tomorrow," said Khachanov, 18.
Khachanov has won three of his 19 appearances for the top 10 players, but he took only 71 minutes to add to the world's eight thieves, John Isner (9) and Alexander Zverev (5). which he beat in the early weeks.
1.98m Khachanov is from the basement and attacked the Thiem service, breaking the Australian match in his last five games.
The second Russian president has 15 successes in this level, including the Rogers Cup semi-final in Toronto.
Khachanov also won two ATP World Tour winners in 2018, winning the Marseille and the Kremlin Cup.
"I am very happy with my style of play," said Russian confirming at least 12 points above the ATP scan on Monday.