Gas giant
The smallest known extrasolar planet that is likely a "gas planet" is Kepler-138d, which has the same mass as Earth but is 60% larger and therefore has a density that indicates a thick gas envelope.
Atira asteroid
In great part because of the search methods used to look for asteroids, there are currently no known asteroids with orbits contained within Venus (Q = 0.728 AU) or Mercury's (Q = 0.467 AU, e.g. vulcanoids). As of January 2019, the asteroid with the smallest known aphelion is , with an aphelion of 0.773 AU.