On Wednesday's episode, titled "Bad Alibis," the Marine veteran turned private investigator (Cobie Smulders) grows increasingly suspicious after her best friend and ex-con, Grey McConnell (Jake Johnson), abruptly jets out of town for a last-minute family emergency -- at least that's what he tells Dex in a harried voicemail.
The truth of the matter is, Grey has been abducted by his former crime boss, Wallace Kane (Colin Cunningham), to pay off an old debt. Of course, Dex isn't aware that Grey is in deep, deep trouble.
In ET's exclusive sneak peek, Dex and her brother, Ansel (Cole Sibus), drop by Grey's bar to see if he's around, only to realize he's nowhere to be found. (Duh.) When Dex goes to give her pal a call, that's when she hears Grey's unusual voicemail.
"Dex, I hate to lay this on you but I had an emergency. My aunt in Houston is really sick. I had to catch a flight last minute. Look, can you watch the bar until I get back? A few days tops, your brother will show you what to do... please? I owe you," Grey pleads in the voicemail, Dex getting annoyed by the second at her friend's sudden request.
Then confusion starts to set in for Dex, who runs down a list of Grey's relatives she's aware of. There was never any mention of an aunt in Houston. Hmm, could that be a red flag? Watch ET's exclusive clip above.
At San Diego Comic-Con in July, Smulders spoke to ET about the freshman series, which is based on graphic novels, and recently received a full-season pickup.
"She's sassy but she's also a little bit of a mess. Her humor gets her through a lot of that stuff," Smulders told ET of her character. "Danger always seems to find her, and there will be a lot of action on the show, a lot of fights, a lot of driving. It's going to be pretty intense."