Athena initially held a grudge against Godou for standing in the way of her ambitions, and thus fought him. However, after being defeated by Godou and spared by him she decided to take a 'wait and see' attitude to him. It is shown in later events that she is watching over him, always thinking that she wants to see him again. She claims that she wants to have a rematch with him, but there are suggestions that even she is not certain what her feelings for him are. Whether she does want to fight him again, or possibly has a romantic interest in him. It is hinted though, in Episode 12 that she might have a romantic interest in him.
When she finally had her final battle against him, Athena won, but didn't slay Godou. Instead, she chose to grant him a gift from her divine wisdom. This is the first known case of a Heretic God granting a Campione power of their own free will.
The two have little relationship, though Shizuka thinks Athena is another one of Godou's girlfriends. (Anime Only)