Katie Holmes Channels FBI Agent While Filming New Fox Series

Katie Holmes is getting into character on the set of her upcoming Fox series!

The 39-year-old The Kennedys actress was spotted filming a press conference scene on the steps of a building on Wednesday (April 11) in Chicago.

PHOTOS: Check out the latest pics of Katie Holmes

The day before, she shot a scene in her FBI agent uniform as she ran onto a basketball court to lay on top of and protect a senator from gunfire.

The drama, tentatively titled Mrs. Otis Regrets, is about FBI Special Agent Hazel Otis (Katie), who is investigating a domestic terrorism threat when a personal indiscretion – an affair with a prominent general – shatters her life and threatens her career at the FBI. Now labeled “the mistress,” Otis begins to rebuild her personal life and professional reputation.

“Thank you @sprinklescupcakes for the delicious #cupcakes to celebrate the last day of this project. #blessed,” Katie captioned the Instagram photo below on Wednesday.