They once were dorm mates when Yukina and Sayaka were in High God Forest, in episode 2 Yukina made a reference to Sayaka when saying "I had good friends there". It was revealed in episode 6 that they had known each other ever since they were very little since Sayaka had a picture of them both as kids together on her phone.
Due to Sayaka's fondness and overprotectiveness towards Yukina, it was no surprise that Kojou recieves the opposite treatment. At first, Sayaka is aggressive and spiteful towards the vampire, accusing him of sexually defiling Yukina and that his very existence forces her in harm's way in no small part due to her Androphobia. In addition, she is also envious towards Kojou because he gets to spend so much time together with her best friend. She finally reached her breaking point with Kojou when she attacks him on the school rooftop, only to be neutralized and calmed down by Kojou and company.
Despite trying her hardest not to get attached to the Fourth Progenitor, Sayaka does warm up to Kojou, and she ultimately discovers, much to her surprise, that he was a male she felt comfortable being with, and ultimately, he was a male she found romantically attractive. Their one-sided relationship only intensified when Sayaka allows Kojou to make her his second blood partner, after which a new kind of chemistry between the two emerged. Sayaka's crush towards Kojou can be seen by how she blushes whenever he's around and how she is noticably less composed and more nervous-sounding when conversing with him. Like many of the other girls, she was jealous when La Folia kissed Akatsuki , which led to her angrily scorning the vampire despite it not being his fault.
Sayaka had misunderstood the relationship between Kojou and Aiba in several situations such as when Aiba was trying to get information out of Kojou by seduction, this was witnessed by Sayaka using her shikigami to observe Kojou. This led to her not getting along with Aiba as Sayaka didn't want Kojou to cheat on Yukina.