Near the end of the episode "Party Night". After Heero has threatend to kill Relena, for the millionth time. Lady Une sends mobile suits to the school to kill Relena. Heero uses Wing Gundam to repel the attack, thinking they've come to take him out. Relena, worried about Heero, rushes out into the battle zone just as some building debris starts raining from the sky. Heero sees shes in danger goes into a panic and ends up saving her, much to his own disbelief.
In the movie, after making Mariemaia experience fear for the first time, thus making her understand the pain she's caused, Heero stands before her and raises his weapon.
Mariemaia (tearing up): Relena, I was mistaken...I'm so...sorry!
Heero: I'll relieve you of your pain.
Mariemaia: I thank you.
Heero fires his weapon. It's empty.
Heero: I've killed Mariemaia. I will never kill anyone ever again. I...I don't have to anymore.
At which point Heero collapses in complete exhaustion and Relena catches him before he hits the ground. As the medics rush to save Mariemaia, Relen rests Heero's head on her shoulder and, for the first time in the entire series, Heero is at peace.
At the end of the movie, seeing each of the pilots move on from being a soldier to something that they can enjoy in a world of peace:
Trowa returns to the circus, where his sister is waiting for him excitedly.
Duo and Hilde open a store together.
Quatre is reunited with the Maganac Corps
Wufei and Sally are working as Preventers, to maintain the peace
Zechs and Noin are working on a terraforming project
Relena resumes her government post
Heero becomes her bodyguard. Or in the OAV's, he watches over one of her speeches and then walks away on his own, but this time he is completely at peace with himself.