Rias is Sairaorg's cousin, and the two seem somewhat close and friendly, even though Rias inherited the Bael Power of Destruction that was his birthright. He is also the one to encourage and cheer up Rias during Issei's death from Samael's curse in Volume 11.
Issei and him got off to a great start. They then sparred before their match, in which Issei found him to be extremely powerful and Sairaorg finding Issei to be interesting.
During the Rating Game match between Rias and Sairaorg's peerages, Issei and Sairaorg went head-to-head in a fist-fight match. Later, Issei found that Regulus, his Pawn, was a Sacred Gear which he combined with and entered Balance Breaker. The fight continued and ended with Regulus stating that his master had already lost consciousness, albeit Sairaorg still standing and is posed with his fist pushed forward. After the match, the two became good friends and promised to get stronger to fight each other again in the future. When Issei died from Samael's curse in Volume 11, he came and encouraged Rias to get up from her depression. He believed that he was not dead due to the fact that he had not yet had sex with the woman he loves.
Sairaorg's father. Sairaorg's relationship with his father is very strained. As Sairaorg was born without inheriting the Power of Destruction, Lord Bael completely despise his elder son as a defect, scorning him as the shame of the Bael clan. According to Zekram, Lord Bael even held a strong hatred towards Sairaorg as he is reowned in the Underworld as the strongest young devil despite not having the Power of Destruction, showing strong jealousy in addition to pure contempt towards his own son.
Sairaorg's mother. He cares a lot about her and she was also the person who encouraged Sairaorg to become stronger which he did. He was very happy when she woke up and told him that she was proud of the strong and kind person that he had become.
Sairaorg's younger half brother. Both of them were very close during their childhood as Magdaran would follow Sairaorg and play with him everyday. After Sairaorg was exiled from the family with his mother, their relationship became very distant, and under Lord Bael's influence, Magdaran came to feel contempt for Sairaorg for not inheriting the Power of Destruction which worsened into hatred when he lost the position of the next head to Sairaorg. Despite so, Sairaorg never held any bitter emotions towards his younger brother, and was also the only one to acknowledge Magdaran's remarkable achievements as a botanist as he helped promote the rare apples and special purple flowers Magdaran cultivated.
Sairaorg initially intended to recruit Regulus Nemea possessor into his peerage, but the possessor had died in battle causing an unusual reaction with the Longinus class Sacred Gear where it actually manifested the creature inside: Regulus. Sairaorg, using his natural ability to 'rule' lions calmed the crazed sacred gear down and made him his pawn with seven pieces.
Due to the lion's unstable nature Sairaorg has consistently refused to allow the lion to go into battle one his own for fear that he might go on a rampage. Additionally due to the vast power of the lion Sairaorg will only use the sacred gear against only the most powerful of foes, as using the lion recklessly would change the entire landscape of the area.
Likely due to a combination of Sairaorg's love for the lion and his ability to 'rule' him the lion possesses absolute loyalty to Sairaorg as shown during the fight against Issei where Regulus insisted that Sairaorg 'wear' him in order to win the fight, going against Sairaorg's wishes to fight Issei with nothing but his own body for his own safety.
Sairaorg has shown that he cares for Kuisha, evidence of this is when he forcefully removed Kuisha during her battle with Issei to prevent Issei from killing her.