Yes, it was only in Deathly Hallows. The whole section in Order of the Phoenix is too long to quote here, but the only direct interaction between Snape and Lily goes like:
"There you go," [James] said, as Snape struggled to his feet. "You're lucky Evans was here, Snivellus -"
"I don't need help from filthy little Mudbloods like her!"
Lily blinked.
"Fine," she said coolly. "I won't bother in future. And I'd wash your [under]pants if I were you, Snivellus."
Order of the Phoenix Chapter 28: "Snape's Worst Memory"
Although it is a little odd that this particular humiliation is considered Snape's worst memory, there's no actual evidence in the text to suggest Snape's true feelings.
People have come up with a bunch of little clues post facto, such as this extensive thread on an old forum, but without benefit of hindsight I don't think you can call any of them more than a guess. One of the more interesting ones is the Asphodel/Wormwood theory, which Lord Voldemort mentions in another answer, and is discussed extensively in this blog post. This theory has also been previously discussed on this site, but is no more than speculation.
However, as far as I can tell there's no direct confirmation of any interaction between Snape and Lily before the Order of the Phoenix quote above; the closest we have is one comment by Petunia earlier in Order of the Phoenix1:
"I heard - that awful boy - telling [Lily] about [Dementors], years ago," [Petunia] said jerkily.
"If you mean my mum and dad, why don't you use their names?" said Harry loudly.
Order of the Phoenix Chapter 2: "A Peck of Owls"
Of course this is a deliberate misdirection; "that awful boy" is actually Snape, but we're meant to think it's James. It's not until Deathly Hallows, again, that we learn different.
1 In fairness to Lord Voldemort, we added this bit to our answers at about the same time.
