Sirzechs seems to be on fairly good terms with Serafall Leviathan, not even reacting when she calls him "Sirzechs-chan". This would imply that the two are relatively close to one another, as supported by Rias Gremory's statement that the Four Great Satans are very close to each other when they are in private.
Their relationship goes back to when their younger sisters, Rias and Sona, were children who would often play together at the Gremory Mansion, and he and Serafall would watch over them, occasionally arguing amongst themselves about whose sister is cuter, ending up with Sirzechs' mother, Venelana, scolding the both of them.
Sirzechs and Ajuka have a long relationship with one another, having been close rivals since childhood. The two of them were the aces of the Anti-Satan Faction and both rose to become Satans after forcing the Old Satan Faction to retreat and were rivals even for the title of Lucifer. When Sirzechs was selected for the title of Lucifer, Ajuka accepted the title of Beelzebub. While Sirzechs' relationship with Ajuka may seem to be bad due to their differences in ideology, their friendship is without a doubt a very close one, as Ajuka told Siegfried that the reason why he can concentrate on his hobbies is because of the fact that Sirzechs' decisions include all of his will and further states that the only man he can call "friend" is Sirzechs.
Falbium was one of only three friends Sirzechs had growing up, the other two being Serafall and Ajuka. They have a generally good relationship, with Falbium going along with some activities like the Satan Rangers despite being lazy.
Sirzechs shares a common father-son relationship with his father.
Sirzechs shares a common mother-son relationship with his mother.
Rias is Sirzechs' younger sister and being an extremely doting brother, Sirzechs cares a lot for her well-being. He even set up a match between Riser Phenex and Issei in order to help his sister prevent marrying Riser. When Rias was younger, Sirzechs and his father would take photos of her while she was sleeping. Rias herself, reciprocates his brotherly love and was tearfully saddened when she learned that Sirzechs sacrificed himself to seal Trihexa away.
Grayfia is Sirzechs' wife, as well as the Queen of his peerage. The two are deeply in love, once sharing a Romeo and Juliet style love affair (which fortunately ended much more happily). However, Grayfia often gets irritated by his laid-back attitude compared to her more serious and diligent personality. Before leaving for the Isolation Barrier Field alongside his peerage, he cast a hypnosis on Grayfia due to him not wanting to get her involved, which left her in tears, and asked Issei to watch over her.
Being a loving father, Sirzechs and his son have a very close relationship with each other (mainly due to Sirzechs' childish attitude), playing together in their free time. Sirzechs even spent an entire night practicing the Satan Rangers poses with his son and was in shock and depressed when Millicas chose Oppai Dragon over Satan Red. Part of Sirzechs's reason for stopping Grayfia from joining the battle against Trihexa, is also due to Milicas's welfare as he believes Grayfia's guidance as a mother is necessary for his son's future.
As Sirzechs' Knight, Souji is very loyal to him and he's very grateful to him for saving him from dying by the cause of tuberculosis.
As Sirzechs' Rook, Surtr is extremely loyal to Sirzechs after the latter rescued him from being terminated.
As Sirzechs' Bishop, MacGregor is very loyal to Sirzechs.
As Sirzechs' Pawn, Beowulf is very loyal to Sirzechs.
Issei has been in a good relationship with Sirzechs ever since he won the match against Riser. Sirzechs has faith in Issei and Rias's love for each other and considers Issei as part of his family, even asking him on multiple occasions to call him his "big brother". He showed anger at Issei's death and, like the others, wanted to avenge him, as shown when he threatened the greek god Hades. He was also happy to hear his spirit was still alive.
Sirzechs is shown to treat Akeno like his own sister, taking care of her well-being, even "arranging" for Akeno and the rest of the girls in the Occult Research Club to move in to the Hyoudou Residence, despite Rias' objection.
Sirzechs is shown to have a friendly relationship with Yuuto.
Sirzechs was the one who rescued Koneko from being executed after Koneko's sister, Kuroka, killed her previous master and left her in Rias' care.
Azazel is shown to be on friendly terms and the two have been cooperating with each other after the alliance. The two of them are constantly seen discussing about Issei's future as well as his tokusatsu show, Oppai Dragon.
Sirzechs and Michael have shown to have a friendly relationship after the alliance. They seem to respect each other as evidenced by the fact that Sirzechs refers to Michael as 'dono'. They were also shown cooperating each other at times.
As Grayfia's husband, Euclid is Sirzechs's brother-in-law, as Sirzechs was the main reason Grayfia choose to disobey the Lucifuge Clan's law and betray the original Lucifer. Euclid held a great hatred and disdain towards Sirzechs which is further worsened by the fact that Sirzechs had usurped the original Lucifer's position as the ruler of the Devils. Sirzechs was silently sorrowful and disappointed with Euclid for willingly choose to support Rizevim's dangerous ambitions. When they first met after Euclid was captured, Euclid was very sarcastic towards Sirzechs, and called him naive for comparing their species with Humans.