The effective interactions between two hard spheres mediated by a square-well fluid is studied within the framework of classical density functional theory. The main focus of this study is the behavior of the effective interactions in the supercritical regime close to the Fisher-Widom line, where the decay of the bulk correlations of the solvent changes from monotonic to oscillatory, and close to the Widom line, which is the locus of (local) maxima in the bulk correlation length. The effective interactions are calculated by employing the potential distribution theorem.