And below I have the scene from the wiki page:
Ai Haibara seems to have somewhat romantic feelings for Conan/Shinichi, although she never truly admits to it. In the fourth movie, she says to Conan that she wished she could forget her memories about the Black Organization and the death of her sister and the pill, claiming that all she wants to be was a normal little girl and live together with Conan forever. But then as Conan was shocked by the words, Ai immediately said she was lying. Indeed, it is a mystery just exactly what she feels for him, whether friend or otherwise. It could be said that, because of their almost equal level of intelligence, she finds it easier to talk to him. Also, he is one of the few people in front of whom she has shown any signs of weakness, such as breaking down.