The relationship between Nikita and Amanda is very complicated. Amanda is Nikita's long time nemesis. Nikita is most likely the only Division agent that Amanda was really cared for. Nikita is shown to be the only person to know about Amanda's past.
In season 1, not very much is revealed about their relationship.
Amanda says that Nikita was one of division 's best agents and according to Percy, her escape was caused pain to Amanda.
In season 2, there are quite a few more scenes between Nikita and Amanda.
In episode 18, Power, she fights Nikita physically for the first time. It is shown that she has a brutal approach to her fights as she targets the throat and groin area, going for pain. After she had defeated Nikita she chooses not to kill her. She later calls this a moment of weakness, however she feels confused as she realizes she does not want Nikita to die.
In season 3, their roles somewhat switched.
After Amanda was kicked out of Division and Nikita killed Percy, Amanda became the one who was out to destroy Division while Nikita who returned to Division in order to clean up Percy's mess. After Amanda used Alex to bring down Division, she revealed to Nikita her origins where she killed her father and sister after her father experimented on her. It is revealed Amanda does not want to kill Nikita and merely wants to make her suffer like she did as a child. After Amanda joined The Invisible Hand, she threatened Michael's life in order to get Nikita to assassinate the President. The President appeared to have killed herself and Nikita was branded a murderer. Nikita would then leave her team and would go on the run.
In season 4, their war would end.
Thanks to Amanda and her new allies framed Nikita, Nikita was brought back into the spotlight and the world knows she's alive. After 100 days of being on the run, Nikita reunited with her team and together they brought down Amanda and her allies, and cleared Nikita's name though at the cost of one of Nikita's close friends, Ryan Fletcher. When Amanda believed she had won she visited Nikita in her cell but then got locked up herself. After Nikita personally told Amanda how she brought her down, Nikita's final words to Amanda was "Welcome back to the basement, Helen." before leaving her to be in a super-max jail for the rest of her life, thus ending their relationship.