Sometime during Catching Fire. I think it was during the Quarter Quell. Originally she'd gone in wanting to save him because she felt she owed him and he deserved it more, but then she realises that she'd be the only one damaged if he was killed. I think she fell in pag-ibig with him then. She only realised herself that she loved him in Mockingjay though, when she thought she'd Nawawala him and he was being tortured to hurt her.