Apologies that this question is rather vague, but I do not know how to state it more precisely. Is, say pi, infinitely "close" to some rational number? More importantly, are all transcendental numbers infinitely close to some rational number? Again, I apologise for my vagueness.
Edit: is the answer the same if we replace the transcendental with the irrationals?
Since $\pi$ is irrational, every rational number $q \in \mathbb{Q}$ is not equal to $\pi$ (this is a bit tautological). Therefore the distance $|\pi - q|$ is strictly greater than zero, so $\pi$ is not "infinitely close" to any particular rational number.
On the other hand, the set $\mathbb{Q}$ of rational numbers is dense in the set of real number, so for any distance $\epsilon > 0$ you can find a rational $q$ such that its distance to $\pi$ is less than $\epsilon$. In other words, $|\pi - q| < \epsilon$. So in this sense, $\pi$ (and any real number, really) is "infinitely close" to the set of rational numbers.
A similar example: the number $0$ is not "infinitely close" to any particular number in the interval $(0,1]$, but it is infinitely close to the interval itself.
Hopefully this will clear up your confusion.