A protective Mayor Giuliani tried to shield his "very good friend"
Judith Nathan yesterday, insisting the attractive brunette should be left alone.

"You would like to have a lot more privacy in your life than you do
and unfortunately as the mayor, you don't," he said.

"But people who are private citizens should really be left alone."

After seeing the first photograph published of himself with Nathan, 46,
in yesterday's Post, Giuliani admitted having a close relationship with her.

"She's a good friend, a very good friend," he admitted.

"I'm not going to say anything else about it."

He also said he was "annoyed" about the implications of his relationship
with Nathan.

"Sure I'm annoyed," growled the mayor.
"Because I think that private people should be left alone."

Sources say Giuliani - married to Donna Hanover - and Nathan,
an Upper East Side divorcee, first laid eyes on each other at least a year ago.

It was at a school event Giuliani attended with his son, Andrew.
Nathan was there with her daughter, the source said.

Since then, the duo have been spotted together by Post reporters
almost a dozen times.

The first sighting was last summer at a romantic seaside restaurant,
Johnny Marlin's in Montauk.

Nathan was even with the mayor on New Year's Eve.

As Giuliani hosted millennium events at Times Square,
The Post saw Nathan patiently waiting for him at the
Office of Emergency Management command center.

Every hour or so, the mayor would pop in and talk to her.

After the ball was dropped and he called a press conference
in an adjacent room, he entered with Nathan and his aides
and she stood at the back of the room as he spoke.

Other sightings include:

* Nathan sat right next to Giuliani during the night of the Inner Circle
   - a send-up of politicians by local journalists - in early March.

* The Post saw Nathan with the mayor at City Hall two weeks ago.
   They left together in his van.

* Nathan was at a Lower East Side town-hall meeting with
  the mayor about three weeks ago. She sat in the front row.

* Nathan and Giuliani were caught dining together two weeks ago
   at Hanratty's on Madison Avenue.

Donna Hanover, who hasn't made a public appearance with
her husband in years, did not return calls seeking comment.