In the film of Catching Fire at about 2:00:45 when Peeta explains to Katniss why she has to be the one to survive, he says:
If you die and I live, I'd have nothing. Nobody else that I care about.
However, earlier in the film at about 0:21:33 when yelling at Katniss for not telling him about the situation with President Snow, Peeta says:
Well, I have family too. Okay? People that I need to protect.
Sure sounds like he cares about them.
How are we to reconcile Peeta's apparently conflicting statements about his family?
In the parallel passages in the book, the contradiction is perhaps less pronounced.
In Chapter Five Peeta more explicitly says that he cares about his family:
“It's exactly like that!” he yells at me. “I have people I care about, too, Katniss! Family and friends back in District Twelve who will be just as dead as yours if we don't pull this thing off. So, after all we went through in the arena, don't I even rate the truth from you?”
But in Chapter Twenty-Four he doesn't quite say that he doesn't care about them. What he says is:
“Because I don't want you forgetting how different our circumstances are. If you die, and I live, there's no life for me at all back in District Twelve. You're my whole life,” he says. “I would never be happy again.” I start to object but he puts a finger to my lips. “It's different for you. I'm not saying it wouldn't be hard. But there are other people who'd make your life worth living.”
This could be understood as even though he cares about his family, Katniss is so important to him that his life would be not worth living without her.