Yuki has love for both Kaname and Zero in different ways and they both love her, but Yuki is partially Kaname's sister. Kaname and Zero have a fundamental antagonism towards each other because they are inherently archenemies. Kaname occasionally expresses a little jealousy over Yuki's attachment to Zero in front of Yuki.
Yuki has loved Kaname ever since she was a child during her human life because he was her first memory when he saved her from a Level E Vampire during a blizzard. When it was discovered that she was a Pureblood Vampire, it is also revealed that Kaname is her older brother and that they had pledged to marry each other to be like their parents, who were also siblings. Currently, she is his fiancee. As a human, she fell in love with him and Zero constantly reminds her that she cannot be with Kaname because Kaname is a pureblood vampire. She also has a strong attachment to Zero, which helps her overcome her fear of being bitten so that she can offer her own blood to him in the form of a "forbidden act." Their bond is so strong that Kaname does not kill him, in concern for Yuki's emotions afterwards.
In the aftermath of the Shizuka incident, Zero asks Yuki what he means to her. Yuki has no response for him, and never truly answers his question. Kaname soon after confesses his love for her, and she later agrees to become Kaname's lover in exchange for information about her past. One night, when Zero goes to Yuki's room, she suddenly tries to strangle Zero (due to her hallucinations), and she was shocked as Zero didn't struggle to escape her hands that were strangling him. She says to Zero that he was the victim, that she only used him to make herself feel better about her lost past. Zero tells her that the one she needs is Kaname, not him, but says that why does Yuki's argument sounds like he is the one she needs. Shortly after, Kaname turns her back into a vampire, revealing that he is her older brother and are betrothed. Yuki and Kaname argue over whether or not they should leave during Rido's attack on the academy, and Yuki convinces Kaname to let her go with a kiss, promising to return to him when she is done. Together with Zero, they fight and kill her uncle, Rido Kuran.
After the death of Rido, Zero declares Yuki his enemy, though he admits that she's done nothing wrong. When Kaname arrives on the scene, Zero shifts his attention to him, they threatened one another until Yuki runs between them. Kaname admits that he has the desire to kill Zero but cannot stand the idea of Yuki hating him. He walks away telling Yuki that she knows where she belongs. Yuki confesses to Zero that the old Yuki he knows and the "new her" are merging, and that her mind is filled with the desire to drink only Kaname's blood. Zero admits that his own desire is to drink only Yuki's blood and devour her life. He bites her and then kisses her for the first time.
While parting, Zero makes sure Yuki is already free of her worries and fears, then says she should be with the man who will live as long as her, and if they ever cross paths again, he will kill her. Yuki declares she will run away from him forever, so he will live on, and they part. Before she leaves with Kaname, she realizes the reasons behind his actions from the past four years and decides to lock part of her heart that is connected to Zero away. Afterwards, Yuki cries over the loss of Zero, and actually says she didn't want to be separated as enemies. Furthermore, she says that she "wasn't the right person for him". Yuki rejoins Kaname at the Kuran mansion and he tells her that he understands that half her heart belongs to Zero and that he is fine with that since she is by his side. Yuki doesn't believe that Kaname can be happy with simply that but doesn't press the issue.
During the one year time skip, Yuki is kept inside the house while she deals with her inability to bite and desperate hunger. Yuki finally admits that Zero is also in her heart, thus her hunger/thirst cannot be quench by Kaname alone. Yuki then asks if its alright for her to stay by Kaname's side. Kaname readily agrees since Yuki wants to be with him always. He impresses upon her that he cannot be without her and would rather die which Yuki agreed saying that she also feels the same way towards him. Yuki later apologizes for what she said and that she can clearly see her path.
Prior to the ball, Kaname expresses a little jealousy over Yuki's trust in Zero to do his duty, but is fine with Yuki meeting up with Zero. During the ball, Yuki attempts to stop a fight breaking out between Zero and Sara over Yori. Zero lashes out at her, and takes Yori away before she can speak much to either of them. Later that evening, Yuki finds Zero and Kaien standing over the dead body of a dead Hunter girl. When Zero tries to shut her down, she firmly declares that she will find the culprit before Kaname interrupts and sends her home.
Yuki decides after the ball to offer her services to the other purebloods as a grim reaper of sorts—mostly due to Kaname telling her about the fates of vampires as well as her memories of both Kaname and Zero placing their lives in her hands. After meeting the first Pureblood on the list, she decides to take a short stop to visit a grave. Aido tags along so he can protect her.
At the graveyard entrance, the Pureblood Toma attacks her, and afterward Zero appears. He fends off Touma, and then carries Yuki to a hunter safe-house when she faints. Yuki, half-conscious, nearly bites Zero, but stops herself. In shock, she asks Kaname's bats to take her home, leaving Zero alone with Aido.Following the near-bite incident, Kaname tells Yuki that she was good in that she refrained from biting Zero and drains quite a bit of her blood. He then reveals to her that he is her ancestor, not her brother, and proceeds to have her dig deep into his memories to learn about his true self by having her drink so much blood.
Yuki, after learning about Kaname's past, informs him that though she now fully knows who and what he is, she would like to restart with him. Kaname agrees, and then heads out on a mysterious errand, despite Yuki begging him not to go. Yuki chases after him, only to arrive just as he executes Aido's father Nagamichi. Kaname cryptically informs Yuki that, although he wavered over the time he spent with her, he has chosen to execute his original plan. He apologizes and thanks her, then vanishes.
Yuki tries to give chase but is stopped by Kaien Cross, her adopted father, who takes her back to the Hunter's Association. There, she decides to follow after Kaname once she's established herself among the vampires. She restarts the Night Class in an attempt to form allies while worrying over Zero falling to Level E again.
While trying to catch a vampire, she traps him with her scythe, Artemis, until the vampire's girlfriend appears with a knife on Yuki's neck. Zero then appears with the Bloody Rose, shoots and finishes the vampire off. His girlfriend abruptly faints onto the ground. Zero then states that she should make him submit to her with the bracelet that she is still wearing. Later, Maria interrogates Yuki with the question that she doesn't want Zero anymore and claims that she will snatch Zero away one day. In response, Yuki says nothing.
At the end of the third arc, Yuki is found behind Kaname, holding her scythe. Kaname and Yuki fight and in order to make them stop fighting, Ruka created an illusion for Yuki and Yuki fainted afterwards. Kaname headed to where Sara was.In the final chapter, when Kaname threw his heart into the furnace in order to succeed as the next parent to create new and more anti - vampire weapons for the Vampire Hunters, Kaname says to Zero and Yuki that they belong together and hugged them both close to him before he lost his consciousness. After the war and a thousand years later, it was seen that Zero and Yuki ended up together. They had two children, an older daughter and a younger daughter, older one being Kaname's daughter. After a thousand years, Yuki was seen visiting Zero's family grave and she left the fragments of the Bloody Rose in there, for Zero had already turned to dust because he's not a pureblood after all. While reminiscing her memories of Zero, she said that though they had a lot of quarrels, Zero made her happy. Afterwards, she went where Kaname's body was kept, and decided to awaken him as a human so that he can experience the happiness he had been longing for as a human and have a happy human life. She sacrificed her life in the process, giving him her heart and left her children with Kaname. She also left a message to Kaname, to whom she loved wishing that his thirst will finally be quenched.
- Yuki, Kaname, and Zero are similar to the love triangle between King Arthur, Queen Guinevere, and Sir Lancelot.