She hugged him when he changed back to human, cried on his shoulder while hugging him underwater (after he saved her from the Sirens).
They briefly talk about their personal backgrounds (mainly of their god parents), and Percy asks her that if the gods do go to war, would Poseidon and Athena be on opposite sides like they were during the Trojan War.
Annabeth admits she does not know but would fight alongside Percy regardless as they were friends.
When going into the Underworld in the boat, Annabeth takes hold of Percy's hand to make sure she's not the only one alive and Percy said he normally would've been embarrassed, but he was not at the time.
Throughout both series, Percy Jackson and Annabeth Chase have shown many romantic feelings for each other, mainly in The Last Olympian and The Battle of the Labyrinth, though Annabeth shows it more than Percy, and Percy just thinks about it instead.
When Percy wakes up, he describes Annabeth as a "pretty girl, her blond hair curled like a princess".
During their quest, Annabeth and Percy both feel awkward at stepping into the Tunnel of Love.
They eventually go in, which leads to Percy saving Annabeth from the spiders that are part of the trap designed by Hephaestus to catch Ares and Aphrodite.
Annabeth admits at sixteen that she had a crush on Percy since the age of twelve.
Annabeth begins to show slight feelings for Percy (and vice-versa; though, more Percy is less than Annabeth- for now).