Work ethic issue that's bothering me?

at my company ive noticed that my manager not only helps me(which i don't have a prob with) but he is also showing obvious favoritism to the point where some coworkers asked are we more than work partners. im hurt by the allegations and im wondering should i speak to him about the favoritism i know he displays for me? i actually like to talking with him but i don't want to seem unprofessional