In the beginning of the Manga, Hanabusa shows hatred and jealousy towards Yuki due to her favoritism by Kaname Kuran when she is nothing but a simple human. He even expresses these feelings to her when he freezes her to the floor with his powers and asks her if he may: "suck her blood from her neck", resulting in a fierce displeasure from Kaname.
It also appears that Aido might possibly have romantic feelings for Yuki, in one of the early chapters, he asks the Day class boys (when she was human) if they think Yuki is pretty, they answer with yes; Aido agrees...and blushes.
After the one year time skip, Aido is seen as her teacher, guardian, and bodyguard. When they believe Kaname killed Aido's father, Aido stays loyal to Yuki as she had nothing to do with it. The incident causes Aido and Yuki to grow closer to each other and Aido's determination comes to supporting Yuki in anything and becomes her unconditional friend; it is when he finds himself falling in love with Yuki. Knowing of Yuki's empty space in her heart where Zero should be, and Zero's dishearted news of knowing her true nature, Aido tells Zero that Yuki is still loving and kind even in her reawakened self as a Pureblood.
In chapter 92, Yuki bites Aido (in order to recover from blood loss; Zero drank her blood to take back his memories) to which he reacts in a panicked matter, as he knows she can see what he thinks and feels through blood. He exclaims, "There are things I don't want you to know about!" However, Yuki doesn't see anything, running off and thanking him afterwards, Aido then is seen stroking his neck and blushing fiercely. He murmurs "Damn..." It seems as though he was scared Yuki might discover hidden feelings.
Aido tries to follow Yuki in purpose of trying to protect her when Kaname is not there. Though he tries his best, Aido fails on keeping Yuki at the Kuran mansion and usually is convinced by Yuki to let her have exceptions to go outside into the nearby town (as shown in chapter 57 of the manga).