So, Thor writes a letter to Jane before he leaves for the events of "The Avengers".
Dear Jane,
Father just told me that I am to go to Midgard. Loki is still alive, and he is causing havoc to your realm. I hope to see you while I am there. I hope for you to read these words, and the others that I have written before them. I hope that you will understand. If I can see you before I have to come back with Loki, I would love that. It would mean a lot to me, and I hope it means a lot to you as well. If I cannot, I will at least try to find a way to get these four letters to you. Please do not be angry or hurt if I cannot see you. That is, and never shall be, my intention. Please continue with your work, for the Bifrost still is not complete. Father is sending me along the darker paths of Yggdrasil for this journey. I hope you are well.
Always,
Thor
Thor looked over the letter. It was what he would say in person, if he had the chance. He could only hope that he would have the chance while he was on Midgard. He wanted nothing more than to see her again. He wanted to learn more about her; he wanted to hear whatever she would say. He wanted to learn about Midgard with her. He wanted to just be with her. This woman stole his heart without ever realizing it, without him realizing it at first. But he knew now that he was in love with Jane Foster. And he would be loyal to his heart.
Yes, I totally believe that Thor knew he was in love with Jane before Thor: The Dark World. Jane mostly wanted to find Thor again for SCIENCE, but she also cared for him. Did the pair love each other by the end of "Thor"? No. Even Kenneth Brannagh says so. But, the two definitely had their feelings grow deeper despite the fact that they did not see each other for two plus years.