Jennifer 'Jenny' Shepard
Jenny Shepard, portrayed by Lauren Holly, first appeared in the episode "Kill Ari (Part 1)". She replaced former NCIS director Thomas Morrow, at the start of the third season after Morrow took a Deputy Director's position with the Department of Homeland Security. She is also a "military brat" as her father Colonel Jasper Shepard was an Army officer.She was Gibbs' former partner and former lover. While she and Gibbs were stationed in Europe, Gibbs was ordered back to the States and she was offered her own section in Europe. When Gibbs asked Jenny to go with him, she refused. They were reunited in "Kill Ari (Part 1)" which stirred Gibbs' heart, and opened a constant flirtation between her and Gibbs. Jenny was killed in the episode "Judgment Day (Part 1)". At the time of her death she was already dying from a terminal illness that was never specified.
Shepard had a close relationship with Ziva David and occasionally provided her with key information on a case without going through regular channels or telling Gibbs, as in the Season 3 episode "Head Case." They made it a point to keep these dealings confidential; "What Gibbs doesn't know can't hurt us," Shepard quipped. Later in the episode, though, Gibbs' remarks revealed that he knew about her assistance. Shepard and Ziva had a working relationship prior Shepard being appointed Director of NCIS.
During season 4, Director Shepard places Tony DiNozzo on an undercover assignment to get close to notorious international arms dealer René Benoit, otherwise known as La Grenouille. The sub-plot comes to a head late in the season when it is revealed that she blames Benoit for the death of her father and that Benoit is now central to a major CIA deep-cover operation. Gibbs confronts her over the operation, suggesting that Shepard is letting her emotions dictate her actions and that she has knowingly placed DiNozzo in danger and jeopardized a major CIA operation for the purposes of getting revenge, while hiding behind her position as NCIS director to justify her actions. During the episode "Internal Affairs", it is strongly implied that Shepard was responsible for the murder of La Grenouille, something reiterated when Gibbs looks through the FBI's file on the death of La Grenouille in "Judgement Day (Part 1)".
In several episodes during season five, before her death in the episode "Judgement Day (Part 1)", her failing health becomes a plot issue, as for example when Ducky is shown to be ordering a test on a blood sample to Abby, telling her that it is from a John Doe. However, when Abby talks to Jimmy Palmer, he says that they have no John Does. Gibbs deduces, correctly, that the only person Ducky would act this way for would be the Director, at the end of the episode "Stakeout". In the next episode "Dog Tags", Gibbs questions Jenny about her illness and she lies to him, saying she is fine. It is never revealed as to what was killing her.
Mike Franks also discovers her illness by going through her purse and finding her medication. In the episode "Judgment Day (Part 1)", Franks and Jenny are talking in an abandoned diner in the California desert and she indicates that she is dying and reveals that she regrets her decision to leave Gibbs in Paris and that she is still in love with him. It is revealed that she botched an operation ten years prior where she and Gibbs had been ordered to assassinate Russian lovers who were crime lords. Gibbs shot the man, but Jenny faced the woman, Natasha (AKA Svetlana), down and let her live. As a result, Natasha sends assassins who kill Jenny in the diner but only after Jenny manages to kill all of them. Franks, who had been outside at the time of the shooting, returns to Jenny's house where Natasha is trying to kill Gibbs and Franks shoots her. Gibbs and Franks decide to cover Jenny's mistake and death by burning down her Georgetown mansion and her cause of death is reported as "death in home fire". Her death rattles the crew and makes them all depressed. Abby regrets that she never told Jenny she was a snappy dresser, and says that would have made her smile.
After Director Shepard's death, she was replaced by Assistant Director Leon Vance.