She realized in the cave when she felt that special something after they kissed. She was craving for lebih but then she's not sure if he does cinta her because it was supposed to be part of an act. Except it wasn't he always loved her and she fell in cinta with him but won't admit to this until the end.
She sort of realized in the cave when they kissed and when she didn't want him to die, and when he "died" in Catching Fire, when he was captured oleh the Capitol, when he was hijacked and she really found out in the end of Mockingjay when he asks her if she loved him