It's unusual for Agent Cho to be armed at work. But a crime is committed on the offices of the CBI during the episode "His Red Right Hand."
Three members of the team look on his disbelief in this scene from "His Red Right Hand." Someone is dead in their office.
In this scene from "His Red Right Hand," Jane is on the case of the person that committed a crime in the CBI offices.
Isn't this adorable? The Mentalist character Wayne Rigsby and Grace Van Pelt lie together in bed.
There's a good reason why Lisbon looks so shocked here: a murder has taken place inside the CBI offices.

The Mentalist Season 2 Episode 8 Quotes

Bosco: They're Jane's people. They need watching.
Lisbon: I like to think of them as my people.
Bosco: Well, think what you like. I can't have them trying to pull some cheap stunt behind my back.
Jane: Well, we have a whole range of expensive stunts if you don't like the cheap ones

This is Red John's mistake.. he made a mistake and this is it!