Fenrir has been shown to be extremely loyal to his father, obeying all of his orders without a second doubt. Later, in Volume 15, he mentioned that his relationship with Loki was as a Master-Slave relationship.
Midgardsormr is the younger brother of Fenrir and the middle child of the Giantess Angrboða and the God Loki. Midgardsormr and Fenrir share a detached relationship, to say the least as Midgardsormr considers his brother to be a meaningless existence.
Fenrir sees Vali as their powerful and unrivaled leader, acknowledging his strength and enjoyment for battle. He appears to be grateful to Vali for releasing him from his father's control and places his full trust in him.
Fenrir holds Arthur in high esteem for his battling capabilities and cool demeanor during fights. He also sees him as somewhat complicated and mysterious stating that he senses the "nothingness" inside of him. He is ranked quite high by Fenrir who states that he has sufficient dignity and ability.
Fenrir appears to have some affection for Le Fay, as he is willing to listen to her without the use of Excalibur Ruler. He considers himself her sworn friend and greatly enjoys her cooked meals, stating that it is one of the valuable enjoyments he receives from being within the group. Out of all the members, Fenir interacts with Le Fay the most.
Fenrir recognizes Kuroka's strength, stating that her abilities cause her to have potential but finds that her character is far too easygoing and simple-minded, as well as being vulgar. He ranks her below himself in terms of social hierarchy within the Vali Team.
Despite being teammates, Fenrir has a negative view of Bikou, describing his mannerisms as inelegant and vulgar. He goes as far as to state that he doesn't want to be seen as his comrade. Needless to say, he is ranked at the very bottom, below Kuroka, in the eyes of Fenrir.