She realized in the cave when she felt that special something after they kissed. She was craving for más but then she's not sure if he does amor her because it was supposed to be part of an act. Except it wasn't he always loved her and she fell in amor 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 por the Capitol, when he was hijacked and she really found out in the end of Mockingjay when he asks her if she loved him