A point q is embraced by a set of points S if q is interior to the convex hull of S [8]. In some illumination applications where points of S are lights and q is a point to be illuminated, the embracing concept is related to a good illumination [4,6], also known as the -guarding [12] and the well-covering [10]. In this paper, we are not only interested in convex dependency (which is actually the embracing notion) but also in proximity. Suppose that the sites of S are lights or antennas with limited range; due to their limited power, they cover a disk of a given radius r centered at the sites of S. Only the points lying in such disks are illuminated. If we want to embrace the point q with the minimum range r, we need to know which is the closest light sq to q such that q lies in the convex hull formed by sq and the lights of S closer to q than sq. This subset of S related to point q is called the closest embracing set for q in relation to S and its cardinality is the closest embracing number of q. By assigning every point q in the convex hull of S to its closest embracing site sq, we obtain a partition of the convex hull that we call the embracing Voronoi diagram of S. This paper proves some properties of the embracing Voronoi diagrams and describes algorithms to compute such diagrams, as well as the levels in which the convex hull is decomposed regarding the closest embracing number.