Aqua is the first person Kazuma meets after dying. Their relationship seems platonic thus far as neither of them see the other as an object of affection. That being said, they are inseparable and Aqua even relies on Kazuma more than she admits. He thinks she is useless yet cute when she is silent and calm.
Despite their banters, they would save each other often and she resurrects him whenever he dies.
Kazuma first refused Megumin's proposal to become a party member, because she could only use explosion magic once per day. However, he began to rely on her for the firepower needed to finish off monsters. Kazuma also carries her whenever she gets exhausted from using Explosion magic.
Despite stating he is not interested in someone underage, he later showed some interest in her. This is most likely because she has finally entered his strike zone after turning 14, which is considered a legal adult in their world. When Megumin wanted to learn other spells so she could be useful to Kazuma, he stopped her and even buffed her Explosion skill because he knew she wouldn't be happy otherwise. He also sometimes get flustered by her actions, like holding hands when alone the same room. Kazuma has even been asked out by Megumin for a date, though it was just him accompanying her in casting a routine explosion spell.
As time progresses, Megumin grows to become more openly affectionate to Kazuma while trying to keep it a secret from the rest of the party. In response, Kazuma displayed open embarrassment and confusion regarding his own feelings towards Megumin.
As of Volume 12 he has become more comfortable with his feelings for her and entered a relationship "between friends and lovers". Though he feels loyal to her, their lack of physical intimacy causes tension for him.
Kazuma refused Darkness' initial approaches to join the party but eventually conceded. While she fulfills his fetish of an "onee-san with great figure", her personality turns him off. Despite this, he often looks at her with lecherous eyes. Vanir teases that both Darkness and Kazuma have affections for each other but fear crossing the line of adventurer comrades, which greatly embarrasses the both of them upon hearing this.
In volume 12, Darkness confessed to Kazuma that she loves him too but he rejected her because of his relationship with Megumin. After that when she had a major breakdown from Kazuma's laughing at her for stumped by bed and kissed Kazuma on the lips. She also tried to rape Kazuma, but having very little knowledge about sex, she couldn't do it and was eventually instructed by Kazuma. She still didn't succeed thanks to Megumin and Aqua coming with a handcuff key.
In volume 13, Darkness again tried to seduce Kazuma in the bathroom by telling him she wanted to wash Kazuma's back as thanks for saving Sylphina. Again she failed because at the time Megumin came from the village.
Chris is the first person to teach Kazuma skills. After he stole her panties, she starts wearing pants. He also respects her as his "big boss" and doesn't seem to mind forming a thieves' group with her, even if he would get in trouble with the kingdom for this action.
Later on, after learning of her true identity as Eris and helping her with the recovering of divine relics, Kazuma begins to regard her as a close friend, even going so far as to help the Eris sect out when they were down in the doldrums after the success of the "Goddess Aqua Thanksgiving Festival" via "The first Goddess Eris Beauty Pageant" in an attempt to restore the prestige of the Eris Church and recover a divine relic they missed out on. Kazuma cites her as his ideal girl, the only one he respects, and an important companion he could talk to about anything from gossip about Megumin and Darkness to various stores in Japan, describing their relationship as one where they could be mutual confidants of each other's secrets.
Kazuma regards Iris as the little sister that he has always dreamed of, a little sister who isn't bound by blood. In spite of initially disliking and underestimating him, she eventually warms up to the adventurer, causing Kazuma's cunning and dirty tactics to rub off on her. Kazuma has also stated that he would happily accept it if Iris wanted him to be her groom when she grows older.
Despite Wiz's status as a lich, Kazuma is very courteous to her, more so than his allies. Her and Vanir sell products that he has designed, so he often visits their shop to see how things are going.