When we met your sister, she promised she would show you to us. Every day we would ask. Every day she would say, “Soon.” Then she and your brother took us to your nursery and she unveiled the freak. Your head was a bit large. Your arms and legs were a bit small, but no claw. No red eye. No tail between your legs. Just a tiny pink cock. We didn’t try to hide our disappointment. “That’s not a monster,” I told Cersei, “That’s just a baby.” And she said, “He killed my mother.” And she pinched your little cock so hard, I thought she might pull it off. Until your brother made her stop. “It doesn’t matter.” she told us, “Everyone says he will die soon. I hope they’re right. He should not have lived this long.”
Sometimes [Petyr] sees Sansa and she’s the daughter he never had. The daughter he might have had with Cat if he and Cat had been married, as he dreamed when he was a small boy living in her father’s castle and was so madly in love with her. But at other times, he detaches himself from that and he’s less Petyr and he’s more Littlefinger. And she’s just another piece in the game of thrones, she’s just another valuable piece he’s going to use to get what he wants. And yet at other times she’s not Catelyn’s daughter, she’s like young Cat. She’s his teenage fantasy returned again. Then his feelings for her are sexual and romantic.
George R. R. Martin on Littlefinger’s feelings for Sansa and Catelyn, x