Vali has shown to care about Lavinia and sees her like a older sister.Vali is also fearful of her, as seen upon reuniting with her in Volume 21 and tried to run away from her.To date, Cao Cao is the only person who made Vali enraged enough to use his Juggernaut Drive out of anger instead of necessity.Initially, it was said that Vali and Tobio hate one another, but it is was revealed in Volume 19 that Vali seems to share an older brother-younger brother type of relationship with Tobio.
When Azazel leaves for the Isolation Barrier Field, Vali desperately begs Azazel not to leave him, reminiscing the time he spent together with Azazel since his childhood days.
During their first meeting, Vali was on a completely different level compared to Issei, which made the latter feel inferior, prompting him to devote more of his time trying to become more powerful.
During the signing of the peace treaty between the Three Factions, Issei fought him when Vali went against everyone and formed a team of his own in the Khaos Brigade.
In the past, Tobio and Vali lived together, so they know each other quite well.
According to Tobio, Vali is very clingy, comparing him to a troublesome little brother, so he avoids seeing him.