Kate Beckett gets a call from a man who asks for “Nikki” and claims he has committed a murder. Alex Peterman, a personal attorney, is found shot to death at Grand Central Terminal. Five bullets are found at the crime scene, each one with a letter etched into it, together spelling “Nikki”. The murderer is calling out Nikki Heat, which is the main character from one of Rick Castle’s fiction novels and based on Beckett.

The killer phones Beckett, telling her that he has again killed. This time, the body is found in the Central Parkcarousel, and the letters on the bullets left behind spell “will”. The team discovers that the killer is trying to send a message.

FBI agents arrive at the second murder scene and announce that this is now their investigation, Agent Jordan Shaw (Dana Delany) being Nthe lead investigator. Michelle Lewis, a dog walker, is identified as the second victim. The FBI waste no time in making themselves at home in the precinct, quickly moving in their equipment required for the “war room” . Castle is impressed by Shaw and her equipment, but Beckett is annoyed by her. The team manages to get a print off of Lewis’ purse, which matches a man by the name of Donald Salt (Andrew Rothenberg), who is on parole.

When the team goes to arrest Salt, Castle is ordered to stay in the car. Salt tries to run from the police, making a mistake by going straight past the car where Castle is hidden inside. Stepping out quickly, the author stuns the fugitive with a high voltage taser gun, found in special Agent Shaw’s SUV.

In interrogation, Beckett realizes that Salt is wearing a bandage on one of his hands and so, he informs her that he sold his pinky finger online to the real killer. The bandage has a code of numbers written on it. After pondering about the numbers’ meaning, Castle discovers that they correspond to page numbers and words in his novel, Heat Wave. The message for the team says, “I will kill someone else before midnight tonight unless you stop me.”.

Sadly, the given deadline arrives, with the detectives still having no idea of who the next victim is, or, even less, where their murder will take place. Disappointed, the psychopath contacts Kate once again, testing her, tempting her, pissing her off even more. The FBI traces the call to a parking garage. When they arrive, they find blood, a woman’s shoe, some strands of hair, and four shell casings. The only thing missing is the body, which was put in the trunk of a waiting and stolen vehicle.

Castle spends the night on Beckett’s couch. When he wakes up the next morning, the body missing from the parking garage is found outside her front door. Bullets from this body read “burn”.

The killer’s message is complete: “Nikki will burn.” The third body is identified as taxidermist Sandra Keller (Barbara Anne Klein). The team finds the connections between the bodies. The killer was walking his dog when the second victim was walking a Rottweiler. The Rottweiler attacked and killed the other dog. The dog was sent to a taxidermist, but the killer didn’t have enough money to pay for it. The taxidermist was robbed and formaldehyde was taken from the shop. The dead lawyer had been asked to take the case of the dead dog but declined. The client’s name was Benjamin Conrad (Nicholas Patitucci).

The FBI team is set up to arrest Conrad when Beckett gets yet another call from their perpetrator. Through a window, she sees him with a gun in his left hand and a cellphone in his right. He disappears from view and a gunshot is heard. The formaldehyde that Conrad had stolen was being used to make cyclonite, a highly explosive element, that only 5 little pieces of could blow the whole precinct up. With that, they found a recording of the killer’s voice, repeating, over and over, the words “Goodbye, Nikki.”. This recording was meant to activate about 5–10 seconds before a bomb would explode and kill detective Beckett.

Back at his house, Castle looks over the crime scene pictures. He suddenly realizes that, in the pictures, Conrad’s gun was in his right hand. However, the man in the window was left handed. Conrad was killed by the guy in the window and the real killer is still on the loose, causing him to realize that Beckett is still in danger. Castle leaves his house and calls Beckett to warn her, but she is in the shower. When she finally answers, Castle is seen running towards her apartment and tells her that Conrad isn’t the killer . While on the phone, Castle hears the “Goodbye, Nikki” recording, seconds before arriving at her building and then her apartment blows up with Castle right outside. He takes cover from the blast and exploding glass, looking up in horror to see Beckett’s apartment on fire.