*spoilers* Not really. They weren't friends or anything. The first time they really talked was the night before he left, basically. She didn't even know he came back to Nibelheim or that he saved her: she just found him all messed up in Midgar's train station one night and brought him back to 7th Heaven out of the goodness of her heart. Conversely, Zach is actually dead but is also some one both Aerith and Cloud were close to. She understands Cloud as well as, if not better than Tifa, but is actually willing to point out that he's unwell. I thought it was clear she loved him and was trying to protect him because she didn't think he could control himself.
But, of course, she also dies. So he ends up with Tifa. Just because you love some one who is dead doesn't mean you don't end up with some one else. Some one who is alive, some one who is actually here.
Wrong.
His childhood dream was to become tough and be her protector. Then he is ashamed to tell her he didn't make it.