After losing his wife and child due to his own arrogance, Patrick Jane dedicated his life to catching their killer, Red John. He secretly didn't believe that he could ever be happy again, and so didn't allow himself any chance at happiness.
When he met agent Teresa Lisbon, she was at first just a means to an end to him, another tool he could use. However, as time went by she became a friend to him, his only real friend. They were pretty much inseparable: where there was Jane, there was Lisbon. Even though she didn't agree with everything he did, she supported him in ways no one else did, often putting herself on the line for him. He came to care quite a lot about her and put his full trust in her, but he never lost sight of his primary objective.
When he finally confronted and killed Red John, then fled to Mexico, he had a lot of free time to think about what he wanted to do next. He frequently sent her letters, and really missed her company. He refused to join the FBI without her, as honestly without her he was nothing. She was all he had left, so when a new man came into her life and threatened to whisk her away, Jane just couldn't let her go. His feelings had long gone past friendship, but he felt unable to express that, because he was afraid to really let someone be close to him again after what had happened with Red John.
Jane tried a lot of things to convince her to stay, and eventually decided to create a case for them to work on. He figured that doing that would make her realize how much she likes working with him and she wouldn't leave, but it backfired on him. Lisbon realized what he had done and was hurt that he'd try to manipulate her in that way. In that moment he feared he'd lost her forever and he couldn't face that fact. He needed to tell her that he loved her and actually admit it to himself, so he hijacked her plane just so she'd know how he felt, even if it didn't make her stay.
Luckily for him, Lisbon felt the same and they started a new life together. It was hard for Jane to fully let her in and stop worrying about her because of her job, but he succeeded because he loved her and she was the best thing that had happened to him since his wife and child had died. He didn't waste much time in asking her to marry him, and when she told him she was pregnant he was filled with joy at the thought of having everything he had before and more.
