You didn't provide enough information to help much, and this would be better in the geoprocessing forum, but a few tips on Spatial Join that may be helpful to you:
1. This is a complicated tool so be sure and be straight on what the source and destination feature classes are and that you are doing a one-to-one join to find the closest.
2. For best results, make sure each of the inputs have the same coordinate system. If they don't the tool will give you erroneous matches and distances.
Hope this helps!
