In Of Mice and Men, what are some passages that show that George really cares about Lennie?

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George's extreme final action toward Lennie shows his deep love for his mentally challenged friend. Rather than let Lennie be shot by Curley or abused by law enforcement he kills Lennie himself. George felt he had no choice and that it was the best thing to do for his friend. The sentiment is echoed by Slim who tells George he had no choice.

George often treats Lennie like a parent would treat an unruly child. And it's difficult not to see the affection he has for Lennie. In chapter one he apologizes to Lennie for getting angry and not letting him have the mouse. He tells Lennie about the dream and how Lennie will get to take care of the rabbits. The fact Lennie is part of the plan shows that George cares for the big man. George says,

“With us it ain’t like that. We got a future. We got somebody to talk to that gives a damn about us. We don’t have to sit-in no bar room blowin’ in our jack jus’ because we got no place else to go. If them other guys gets in jail they can rot for all anybody gives a damn. But not us.” 

In chapter one George promises to get Lennie a puppy. He tells Lennie,

“Tell you what I’ll do, Lennie. First chance I get I’ll give you a pup. Maybe you wouldn’t kill it. That’d be better than mice. And you could pet it harder."

In chapter two they learn that Slim has a litter of puppies and before long Lennie has his own puppy, just as George had promised. In chapter three George tells Slim about how he used to play tricks on his friend but stopped after Lennie almost drowned. He also explains to Slim that Lennie is not mean and that he has grown accustomed to traveling around with him.

Again in chapter three George talks about the dream and explains Lennie's role in raising rabbits. George says,

“Sure, you’d go out in the alfalfa patch an’ you’d have a sack. You’d fill up the sack and bring it in an’ put it in the rabbit cages.”

At the close of that chapter after Lennie fights Curley, George consoles him and tells him he did the right thing. He says,

George turned to Lennie. “It ain’t your fault,” he said. “You don’t need to be scairt no more. You done jus’ what I tol’ you to."

In chapter five, after Curley's wife is found dead in the barn, George again sticks up for Lennie when he tells Candy,

“Lennie never done it in meanness,” he said. “All the time he done bad things, but he never done one of ‘em mean.” 

In the final chapter, George does his best to kill his friend with mercy. He talks of the dream and how Lennie will get to tend the rabbits. He tells Lennie to imagine that the farm was just across the river. He also expresses his hope that one day the world might be different and that people like Lennie would be better understood. He tells his friend,

"Ever’body gonna be nice to you. Ain’t gonna be no more trouble. Nobody gonna hurt nobody nor steal from ‘em.”

The killing of Lennie is an act of compassion by a friend who very much cares about the man's well being. George's action is perfectly justifiable and illustrates his devotion to Lennie.