The new season of Covert Affairs begins with Annie traveling on a train and she wants a meeting with Auggie. They meet in a park and she informs him that she would like to begin working again. Since Annie went dark for about four months, the CIA obviously has questions about what she did during that time and how she remained hidden.
Annie passes the polygraph test, but Calder and Auggie are convinced that she is hiding something.
Soon after Calder receives word that a terrorist known as Khalid Ansari is on U.S. soil and Annie departs for Chicago to assist a team there. Once she arrives, the team finds Ansari in a hotel holding someone hostage. Ansari makes a move in the hotel room and is killed instantly.
Annie and the team start digging around to figure out what Khalid was doing in Chicago. Annie has a lead and finds someone that might help in the investigation. She believes a big attack will take place later on that day, and proceeds to tail the person she just visited.
While following him, Annie seems to have a panic attack as her heart begins to race rapidly. She calls a doctor in Europe under a different name and informs him she had another episode.
Annie finds someone with more information about the guy she was tailing, as she hopes to get a deeper insight about him. Arthur has a meeting with the same person Annie met with, and he offers Arthur a job.
Annie locates the car of the person she was tailing and finds a dead body in the trunk. The team identifies the body is someone who works at the Chicago Board of Trade. They suspect the attack will take place there and try to find the person that Annie tailed by going undercover.
The team finds the person and takes him back to headquarters, while Annie believes she saw the sister of the person that she visited. As this happens, the person that was taken into custody has an IED inside him and it goes off, killing all the agents inside headquarters.
Annie notices the sister trying to escape and she stops her. Calder informs Annie of her new job, which is to find out what happened and who is responsible for the attack.