Todos eles foram criados por Ilúvatar, que considerou alguns deles irmãos.
De acordo com Portal Tolkien :
The Ainur were the "offspring of Ilúvatar's thought", and each was given understanding only of that part of the mind of Ilúvatar from which they came. The exception to this was Melkor, the greatest of the Ainur, who had a part of the gifts of all the others.
Although all Ainur are made of the thought of Ilúvatar, in His mind some were siblings.
Em O Silmarillion , "Ainulindalë: A Música dos Ainur", temos a seguinte citação para confirmar isso (ênfase minha):
But Manwë was the brother of Melkor in the mind of Ilúvatar, and he was the chief instrument of the second Theme that Ilúvatar had raised up against the discord of Melkor; and he called unto himself many spirits both greater and less, and they came down into the fields of Arda and aided Manwë, lest Melkor should hinder the fulfilment of their labour for ever, and Earth should wither ere it flowered.
Tolkien explica isso mais adiante em uma de suas cartas ( Cartas de Tolkien , Carta 211; ênfase minha):
In the cosmogonic myth Manwë is said to be 'brother' of Melkor, that is they were coëval and equipotent in the mind of the Creator.
Curiosamente, algumas referências aos irmãos foram editadas fora do Ainulindalë. O texto original foi lido (ênfase minha):
And Manwë and Ulmo and Aulë were as Kings; but Varda was the Queen of the Valar, and the spouse of Manwë, and her beauty was high and terrible and of great reverence. Yavanna was her sister, and Yavanna espoused Aulë; but Nienna dwells alone, even as does Ulmo. And these with Melkor are the Seven Great Ones of the Kingdom of Arda.
mas isso foi editado por Christopher Tolkien porque em um
mais tarde conta do Valaquenta Yavanna não era a irmã de Varda, e a concepção dos Sete Grandes Perdidos foi mudada. A versão publicada diz que entre os Valar:
Nine were of chief power and reverence; but one is removed from their number, and Eight remain, the Aratar, the High Ones of Arda: Manwë and Varda, Ulmo, Yavanna and Aulë, Mandos, Nienna, and Oromë.