While she has a strong connection with Kyo and teases him constantly, her feelings are rooted in a deep-seated affection that manifests in a playful, almost aggressive manner. Her strong personality and affection for Kyo are often misconstrued by other characters and even readers as being romantic love, but there's no concrete evidence in the manga or anime that she ever sees him in that light.
She does, however, develop a strong friendship with Tohru Honda and becomes close to the other members of the Sohma family, but none of these relationships ever reach a romantic level.