I know! I got teary at that part too, even though I'm a GalexKatniss fan. Still. It's sad, anyway. And I don't hate the ending just because she ended up with Peeta... It was a very fitting ending. depressing, but fitting. I actually can't look at the book anymore without getting depressed.
My book is downstairs and I'm lazy at the moment, but it was when their squad had set up camp before going into the Capitol and they created the real/not real game - Katniss blurts it out shortly after she tells him his favorite color is orange.