I watched an episode wherea female FBI agent was working closely with the female lead Detective (Hargistay). The FBI agent eventually encountered the suspect and shot him dead...in a bad (illegal) shooting. When the Detectives figured that the shooting was bad, they went to arrest the FBI agent, who admitted it was a vegeance killing...and then shot herself in her head with her own weapon.
Can anyone remember the episode title? Or when aired/which season???