Islamic researcher, graduated from Al-Azhar University, Islamic Studies in the English language. I also studied at Temple University in the US.
The closest male companion was Abu Bakr (ra) and the closest female companion was his wife Aisha.
There are many narrations of the Prophet (saw) and his companions favouring Abu Bakr over the rest of the companions.
It was narrated Amr ibn al-'Ass asked the Prophet (saw):
أَيُّ النَّاسِ أَحَبُّ إِلَيْكَ قَالَ " عَائِشَةُ ". فَقُلْتُ مِنَ الرِّجَالِ فَقَالَ " أَبُوهَا
"Who is the most beloved person to you? He said, 'Aisha.'I asked, 'Among the men?'
He said, 'Her father.' (Abu Bakr)" (Sahih al-Bukhari 3662)
Ibn Umar (ra) narrated:
كُنَّا فِي زَمَنِ النَّبِيِّ صلى الله عليه وسلم لاَ نَعْدِلُ بِأَبِي بَكْرٍ أَحَدًا
"During the lifetime of the Prophet (saw), we considered Abu Bakr as peerless." (Sahih al-Bukhari 3697)
Ali ibn Abi Talib (ra) stood once on the minbar and gave a speech saying:
خَيْرُ هَذِهِ الْأُمَّةِ بَعْدَ نَبِيِّهَا أَبُو بَكْرٍِ
"The best of the Ummah after its Prophet is Abu Bakr." (Tabarani, al-Mujam al-Awsatt, Ahmed, Fada'il as-Sahabah, Ibn Asakir, Tarikh Dimashq)
Conclusion
The closest male companion of the Prophet was Abu Bakr (ra) and the closest female companion was his wife Aisha (ra).
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