Saji and Issei have a friendly rivalry going on because they are both Pawns, they both harbor feelings for their masters, and they both have Dragons in their Sacred Gears. At first they did not care for one another, but in Volume 3 when the " Excalibur Destroying Squad" was formed, the two shared their biggest dreams and eventually found out that they are alike one another, that they share each others ambitions, to marry their masters. Their relationship to each other is strong enough that Issei even went as far as describing them both as "War Buddies". Saji also expressed sadness and grief when Issei died, even promising to avenge him.