After their plan to capture Red John goes horribly wrong leading to the gruesome death of CBI Director Wainwright on The Mentalist season 4 finale, Teresa asks Jane if he's OK. He tells her he's fine and then he takes her hand in his as the two deal with the latest of Red John's horrors.
On The Mentalist Season 4 Episode 24, "The Crimson Hat" just before Jane must pretend to kill Lisbon, he hugs her tightly and says he loves her. He later claims not to remember what he said due to the extreme stress.
In The Mentalist Season 1 Episode 23, "Red John's Footsteps" after declaring that he'd willingly die if it meant capturing Red John, Jane ends up shooting and killing the one man he knows could lead him to the serial killer in order to save Lisbon's life. Even Jane looks completely shocked by his actions.