In "Catching Fire", Peeta has a mix of feelings and confusion about Katniss. He is still in love with her and cares for her deeply, but he is also hurt and confused by her actions during the games, particularly her fake romance with him. He struggles with his feelings for her and the realization that she may not feel the same way.
During the victory tour, Peeta is aware of the pressure on Katniss to act a certain way for the cameras and the Capitol. He understands that she has to present a certain image to the public in order to avoid punishment or retaliation from the Capitol. He tries to support her as best he can, but also struggles with his own feelings and doubts.
In District 11, Peeta is likely thinking about the injustice of the Hunger Games and the Capitol's cruelty towards the districts. He is probably also aware of the danger they are in, as the unrest in the district could easily turn violent. He may also be worried about Katniss and her safety, as she is the face of the rebellion and a target for the Capitol's wrath.