Nothing to be embarrassed about here. This Diane von Furstenberg's Mikhaila ruby red wool coat is absolutely stunning and was first seen on Castle Season 4 Episode 13, "An Embarrassment of Bitches" and in several episodes since. It's a fan favorite and no one can say that Kate Beckett doesn't look gorgeous in it.
Castle: See what happens when I leave you alone. Beckett: Babe, I wasn't alone. When they were interrogating me, the only thing that kept me going was thinking about you. About our future, the wedding. You were with me the whole time.