When they first met, Vali was on a completely different level compared to Issei, which made Issei feel inferior but he devoted his time into becoming more powerful. During the signing of the peace treaty between the Three Factions, he went against everyone and formed a team of his own in the Khaos Brigade. In an attempt to bait him into fighting harder, he insulted Issei's lineage and threatened to kill his parents. This sparked rage in Issei's heart and after which they fought with Issei in Balance Breaker mode due to Azazel's bracelet. Issei seemingly won the fight due to Vali holding back and underestimating him. Vali was then teleported away before he could enter Juggernaut Drive. Later on, however, the two joined forces in order to defeat Loki, and after that, began cooperating together on multiple occasions. Even later into the series, the two have started to become friends, although they are still in a heated rivalry. They promised to fight each other someday and to become even stronger.
Unlike the rest of the Khaos Brigade, Vali did not make use of Ophis. When he came to believe that Cao Cao and the Hero Faction would attempt something against her, he sent her to the Hyoudou Residence to keep her safe. He was also Ophis' partner for talking when she was the leader of Khaos Brigade.
Azazel took Vali in after his parents discarded him, calling him a monster, and became something of a father figure to him. Despite this, Vali betrayed Azazel during the meeting between the Three Factions and became a member of Khaos Brigade. He has shown some loyalty and respect towards Azazel, willing to deal with Kokabiel on the latter's orders and becoming enraged when he saw Azazel injured by Cao Cao, implying that he cares for Azazel. The two have also been shown to co-operate well in battles. In Volume 21, it was shown that Azazel is the ideal father Vali has desired. Vali himself stated that meeting Azazel is one of the biggest blessings he ever had. When Azazel leaves for the Isolation Barrier Field, Vali desperately begged him not to leave him, remembering his time with Azazel in his childhood days.
Vali considers Bikou as a partner and close friend. They are usually seen together because of their close friendship.
Arthur and Vali have great respect for each other as leader and friend and are willing to fight together.
Vali has great respect in Le Fay skills in the art of magic.
Kuroka cares and respect Vali and sees him as a important friend. As a comrade of his, Vali was shown to become enraged when Cao Cao endangered her, even more so that he used Vali's own power to do it.
Vali and Fenrir both enjoy fighting as both of them seek stronger and more powerful people to fight.
Vali had an antagonistic relationship with Cao Cao. Vali constantly meddled with Cao Cao's schemes, such as sending Le Fay to aid Issei's group when Cao Cao ambushed them and later sending Ophis away to a safe place in an attempt to keep her away from Cao Cao. During their fight, Vali became enraged when Cao Cao injured Azazel and then attacked him recklessly, Cao Cao further enraged him by using an attack to injure one of his own teammates. 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. 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.
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. Lavinia gave a gentle scolding to Vali for acting on his own to find Rizevim and hugged him. She is also teasing Vali, calling Va-kun.
Shalba hates Vali for being a half human-devil hybrid due to his pure blooded views, Vali himself also seems to believe Shalba's ideals of world domination are delusional and naive. They have a purely antagonistic relationship as Shalba called himself a "true Satan" while Vali stated that he didn't want to hear Shalba who borrows power from someone else than himself (Ophis) a Satan.
Vali's grandfather, who Vali greatly despises for his part in the bad treatment Vali got from his father. Vali also stated that Rizevim is the person he wants to kill the most now and considers him a scum who does not deserve to carry the Lucifer name.
Similar to the relationship between Ddraig and Issei, Albion seem gets along with Vali very well; Albion gives advice to Vali for fights and dailylife, while Vali has shown to care deeply for Albion, feeling troubled when Albion fell into depression and tried to find a method to make Albion feel better.
The two of them have a very antagonistic to each other, since their first meeting. But both of them shared a deep respect and honour to each other, as Azi Dahaka claims he is the strongest of all he have fought, he shows it when he apologize to Vali, for creating a lowly technique to him. After their battle Azi Dahaka said that he will return one day and will fight him again.