Dimitri tried to do it 3 times (on Tasha, in Opera and when Anya asked him why he didn't take the reward), but each of them he failed. And same with Anya, she tried 2 times (before Dimitri entered the room in Opera t talk to Marie, and when she got know about his scam as he was removed from the lodge in Opera), and also failed. So, no they never told each other "I love you".

near the very end, Anastasia asks why he didn't leave and he went to say I Love You but she went to go kiss him but Pooka interrupted them.. so in a sense they never did

No they never said I love you . This is what they said after Rasputin dies

I thought you were.......(Anya to Dimitri)

I was(Dimtri to Anya)

You didn't take the money(Anya to Dimitri)

I couldn't (Dimitri to Anya)

Why? (Anya to Dimtri)

Because I................

Puts her finger on his lips and tries ot kiss him but is interupted by Pooka the dog

There waiting for you(Dimtri gets the crown off Pooka and looks at Anya)

Then you see her grandmother reading the letter and she says no this is a perfect beginning.

Then there on the boat and they finally kiss at the end

Hope that helps ya out.

No.