In 1984, when does Winston realize that O'Brien works for the thought police?

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Even after he is arrested, Winston initially does not understand that O'Brien works for the Thought Police. He hangs on to the hope that somehow O'Brien will arrange for his release from prison. It's not until O'Brien walks into the cell where he is being held, accompanied by a guard holding a truncheon, that Winston begins to realize that O'Brien is not part of an anti-government conspiracy and definitely is not on his side. 

 O'Brien makes an interesting comment to the shocked Winston: you've always known I'm the enemy, he says. "Don't deceive yourself." At that point, Winston does realize that he had, subconsciously, known it all along.

Winston has been deceived by his strong desire that O'Brien, a father figure to him, share his rebellion against the state. O'Brien will remain a father figure, but now in a different way.

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