I agree with the consensus sentiments so far; he did love Kay before Vito was shot. He may have been attracted to her because she was so WASPy and outside the norm from an Italian second-generation point of view. Getting involved with her would have rubbed his family the wrong way, which was a plus. But once all of those superficial elements were met and he got to know Kay, he came to genuinely love her.

Post-Appolonia, he was so affected by her death that he would never allow himself to love in that way again. Sure, he loved his parents, he loved his children, but he closed himself off to passionate love.