Parent–child and teacher–child relationship closeness have been shown to be crucial for children’s development of socioemotional competencies from preschool to school-age stages. However, less is known about the importance of developing close relationships with young infants and toddlers attending childcare group settings for their early socioemotional development. The current study aimed to address this gap and to explore how child gender may influence the associations. Participants included 378 Hong Kong Chinese children (196 girls; Mage = 22.05 months, SD = 9.81 months) enrolled in childcare centres, along with their parents and teachers. Parents reported on children’s socioemotional competencies as well as their relationship closeness with children; teachers reported on their relationship closeness with children. Multiple group structural equation modelling was used to analyse the results. The findings showed that both parent–child and teacher–child closeness were positively associated with children’s social competence, while teacher–child closeness was negatively associated with children’s anxiety behaviour. Parents of girls reported greater parent–child closeness, higher levels of social competence, and higher levels of anxiety behaviours compared to parents of boys. Furthermore, teacher–child closeness was significantly associated with social competence exclusively among girls, while parent–child closeness was significantly associated with anxiety behaviours solely among boys. Findings are discussed in terms of the role of child gender in influencing the associations between parent–child closeness, teacher–child closeness, and children’s socioemotional competencies in the earliest years.