Main Characters
Issei Hyoudou
Before finding out Azazel was a Fallen Angel, Issei would visit him and hangout as a client, and Issei becomeonly regular where they either talk, go fishing, or playing video games until Azazel revealed who he truly was. Issei, at first, hated Azazel because he was a Fallen Angel, but later on, he learned that he is a good man. Azazel later became the Occult Research Club's advisor in Volume 4, and aided the Gremory team on how to better improve themselves as a team. He also helped out in progressing Issei and Kiba's Sacred Gears, as well as helping Issei learn how to achieve Balance Breaker and how to grab the attention of beautiful women. Azazel also shows a great deal of concern for Issei after his death, but he was relieved to hear that his spirit was alive.
As time has passed, they now seem closer to each other as they are usually seen together while discussing things regarding the flow of their lives. Azazel also held faith in Issei as a good man despite his stupidity and perversion as he told Baraqiel that Issei can definitely make Akeno happy. Issei is very close to Azazel to the point that in Volume 22, he is a bit saddened knowing the fact that Azazel is not present to his High-Class Devil promotion and wanting Azazel to see his achievements, because of his great sacrifice of fighting Trihexa at the isolation barrier. The relationship between the two can be best discribed as teacher and student, while Azazel also acted as a father figure to Issei.
Rias Gremory
Azazel and Rias' relationship is not clear, but they seem to have a good friendly relationship.
Akeno Himejima
Akeno initially hated Azazel because Azazel is a Fallen Angel like her father. Azazel, on the other hand, cares a lot for Akeno because she is the daughter of his good friend Baraqiel, but also specifically because he feels guilty about her mother's death. He even protected her behind the scenes during her youth before she met Rias Gremory. Azazel believes that he was responsible for it since it was him who called Baraqiel out on a mission that day, thus leaving Akeno's mother undefended. Azazel treats Akeno like his own niece and has asked Issei to protect and take care of Akeno on multiple occasions.
Asia Argento
Much like with Issei, Azazel serves as a mentor figure to Asia for both her Sacred Gear training. Azazel also helped Asia to form a pact with Fafnir after ending his pact with Fafnir.
Yuuto Kiba
Like Issei, Azazel helped Kiba in progressing his Sacred Gears. Azazel and Kiba's relationship is not clear, but they seem to have a friendly relationship.
Koneko Toujou
Azazel and Koneko's relationship is not clear, but they seem to have a good friendly relationship.
Xenovia Quarta
Azazel and Xenovia's relationship is not clear, but they seem to have a good friendly relationship.
Gasper Vladi
Azazel and Vladi's relationship is not clear, but they seem to have a good friendly relationship.
Irina Shidou
Azazel and Irina's relationship is not clear, but they seem to have a good friendly relationship.
Ravel Phenex
Azazel and Ravel's relationship is not clear, but they seem to have a good friendly relationship.
Fallen Angels
Shemhazai
Shemhazai is one of Azazel's closest friends. Azazel cares deeply for Shemhazai while Shemhazai respects him.
Baraqiel
Baraqiel is one of Azazel's closest friends. Azazel cares a lot for Baraqiel and feels guilty for having Baraqiel help him which indirectly lead to the death of his wife, Shuri Himejima, and he constantly tries to find a method to compensate Baraqiel. Baraqiel himself doesn't seem to blame or hold any grudge against Azazel, still considering Azazel as his close friend.
Four Great Satans
Sirzechs Lucifer
Azazel has a respectful relationship with Sirzechs since they were both representatives for the treaty in Volume 4. Since then, they have gotten along, even working together to deal with situations like the Diodora incident and calming Issei down to release him from Juggernaut Drive in Volume 6. They also developed a business relationship for the Oppai Dragon franchise.
Serafall Leviathan
Vali Team
Vali Lucifer
Due to his ownership of a Longinus and powers inherited from Lucifer's bloodline, Vali was viciously abused by his father due to his father's arrogant pride as a Lucifer's descendant along with the instigation of his grandfather, Rizevim Livan Lucifer. After Vali ran away and was found by Grigori, Azazel was deeply sympathetic towards Vali's suffering and took to himself to raise Vali personally, acting as his surrogate father. Azazel sees Vali as his son in addition to teaching Vali how to master his powers and Sacred Gear, also teaching him many other fun and joyful things in life, such as fishing and taking him for a drive. Azazel cares deeply for him, and he was deeply hurt by his betrayal despite expecting it. Vali himself reciprocated Azazel's care with gratitude and also considered Azazel the perfect father he has always desire. Thus, Vali can become incredibly enraged when Azazel is badly hurt, such as during the battle against Cao Cao. And Vali was greatly saddened when Azazel leaves him to fight Trihexa.
Angels
Michael
Azazel has a deep rivalry with Michael even before he became a Fallen Angel. This is mainly because Michael once revealed Azazel's Artificial Sacred Gear's design throughout Heaven without Azazel's permission and was made fun of because of it. Despite their rivalry, Azazel cares deeply for Michael as an ally and prefer not to involve Michael in the eternal battle against Trihexa if possible.
Dulio Gesualdo
Gabriel
Azazel has perverted thoughts for Gabriel, having fantasies about touching Gabriel's breasts ever since he was an Angel. Azazel has stated he would not have minded becoming a Fallen Angel simply from touching Gabriel's breasts. During the Sports Day between the Three Factions, Azazel encouraged Issei to use Dress Break on Gabriel as he also desired to see Gabriel's naked body.
Gods
Hades
Azazel hates Hades because he despises the Devils and Fallen Angels. Azazel's hatred towards Hades intensified after he nearly caused Issei's death by lending Samael to the Hero Faction and Shalba.
Indra
Azazel distrusts Indra greatly, due to Indra keeping secrets about Cao Cao, and suspecting him to be secretly helping the Hero Faction.
Shiva
Azazel seems to trust Shiva when he requested to him to stop Trihexa, believing Shiva`s strength can stop 666 once it awakens. They have shown to get along well with each other and go fishing when Azazel appeared in a certain country with Shiva. When Azazel asked Shiva to stop Trihexa when it awakens; which Shiva accepts since he is the only one who can, with Ophis missing and Great Red not accepting. Shiva is shown to honor Azazel and calls him a hero, naming the World Rating Game after him.
Khaos Brigade
Rizevim Livan Lucifer
Like Vali, Azazel completely despised Rizevim for the latter's atrocious and evil nature. When they met each other in Romania after many years, Azazel was so enraged at the sight of him that he smashed a nearby wall to vent his anger. When Rizevim was about to be killed by Vali, Azazel gleefully mocked him without hesitation. After Trihexa was revived, Azazel was determined to end Rizevim's legacy of chaos, even at the cost of his own life.