“Lady,” she whimpered softly, wondering if she would meet her wolf again when she was dead.

Sansa sat up. “Lady,” she whispered. For a moment it was as if the direwolf was there in the room, looking at her with those golden eyes, sad and knowing. She had been dreaming, she realized. Lady was with her, and they were running together, and … and … trying to remember was like trying to catch the rain with her fingers. The dream faded, and Lady was dead again.

There’s more instances where she thinks of Lady, I’m just too lazy to find them all but yes. She thinks of her often.

Feel free to add quotes ~