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The doctor has made several allusions to the fact he is the last of his kind. (example: The Beast Below).
He also states on several occasions (more specifically in The Doctor's Wife) that he is the one who killed the other Time Lords.
When did this happen? Is it in a single episode or part of a longer story arc?
About the Time War:
The Time War, more specifically called The Last Great Time War, is a conflict within the fictional universe of the long-running British science fiction television series Doctor Who. The conflict pitted the Time Lords against the Daleks and culminated in the mutual destruction of both races, caused by the Doctor.
The war has been frequently mentioned and alluded to since the series return to television in 2005, but the events and progression have never been fully explained. Short comments in various episodes act as hints, but the war was not thoroughly talked about until the 2007 series finale. The two-part special The End of Time (2009) provided further information.
And further,
The specifics and what prompted the Doctor to such drastic measures were ultimately revealed in The End of Time (2009).
The End of Time is a two-part Doctor Who special, originally broadcast on BBC One in the United Kingdom on 25 December 2009 and 1 January 2010. This is the last story for David Tennant as the Tenth Doctor.
Well since this was an old question it is best now to watch the 50th Anniversary episode called "The Day of The Doctor".
It explains everything quite well...
It is frequently said that the time war exists outside of time in a time lock; that means the time war is happening at all parts of time. The only Time Lord who can bring them out of the time lock is Omega, the creator of time travel. Also it's called a time war because they don't actually die, they just keep on killing each other forever. We see this in the episode "End of Time" when the doctor talks about how they got creative at killing. We also see the "fury of the time lord" in The Family of Blood. Where he forces the family to suffer until the end of time.
The actual time war was started because the Time Lords saw that the Daleks would destroy everything in the Universe, and so they sent the fourth doctor (Tom Baker) to destroy them before they begin. We see this in the classic episode "Genesis of the Daleks". The Daleks then start war with the Time Lords for doing this and as a result the war has no end so the Doctor must put the war in a Time Lock to exist outside of time itself and leave home.
