Gordon Ramsay is known to be best friends with David Beckham. It seems very unlikely but the two are actually close. Their families hang out together too although they have both said that their children will probably never be allowed to date. Other than Beckham, Ramsay also has other close friends.
He actually becomes depressed when he had to identify the body of a friend who died because of taking contaminated cocaine. It took him years to get over that ordeal. Ramsay might not be the type of person who will be fazed but it seems that he does become affected when the people he loves are connected to the situation that he is in.