Simeon Carr-Minns was a young Royal Engineer and had been in a relationship with the 18-year-old for around two months when she was found dead in a copse near the barracks' Princess Way gate in November 1995.
An inquest into her death heard he and Private James had discussed marriage and that they made plans for him to meet her parents.
But in the days before her death she broke off her relationship with Mr Carr-Minns, known at the time as Jim, as she was seeing another man, Private Paul Wilkinson.
Mr Carr-Minns told Surrey Coroners Court in Woking how he came to the barracks to plead with Private James, whose parents live in Llanymynech, to stay with him.
On Saturday November 25, two days before she died, he confronted her at Deepcut's Naafi bar to ask if it was true she was seeing someone else. Asked if the conversation was heated, he said: "Slightly impassioned, maybe, but not raised voices. It was never that. But I would have been quite anxious about it. I was never angry, more upset."
That evening he found her with Private Wilkinson on a bed in a disused block looking "dishevelled". But the following evening she and Mr Carr-Minns had sex while they were at a block "party", at which Private Wilkinson was also present.
She had been drinking and her mood was up and down, Mr Carr-Minns told the inquest.
He said: "She would be laughing and joking one minute and quite aggressive or sad or angry the next minute. She seemed to go from one state to the other. I had not seen her like this before."
He eventually walked her back to her own block – during which she stopped off at a guard room to "have it out" with a colleague over something – and he left to go to his own barracks between 11pm and midnight after she had asked him to come back and visit her the following day.
But on the morning of November 27 he received a phone call and later learned Private James had died.
The news left him "absolutely devastated", and he "collapsed" in the phone box.
He told police in 2002 that "at no time" had Private James ever indicated that she might kill herself.
He said at the time: "I do not know why she would have done such a thing."
The inquest continues.