Well, it depends on when you're asking, really. At the start of the manga, she's mega crushing on Kaname and has been for years. She regards Zero as a friend. However, some fans interpret her willingness to let him drink her blood as meaning that she loved him without knowing.
About halfway through the manga (after the anime finished), Yuuki begins to fall in pag-ibig with Zero too, after having learned that he loved her. From that point onwards, she loves both of them.
