Although Mikey isn't the fastest of mind and has a tendency to make mistakes, it's very clear that all of his brothers care very deeply for him. They all show great distress when he gets hurt or is in trouble, and anger at the one who threatens him, i.e. when Baxter Stockman is throwing Mikey around he is in his more advanced armor. More often than not, Raphael is the one to shout Mikey's name first and attack whoever has harmed his little brother, and was distraught when Mikey was injured during his (Raphael's) brief period as leader of the team.