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