07/11/2012 07:06 am ET Updated Jul 11, 2012

'Covert Affairs' Season 3 Premiere Features A Shocking Character Death (VIDEO)

Season 3 of "Covert Affairs" (Tue., 10 p.m. ET on USA) got off to an explosive start Tuesday night.

In a shocking twist out of the "MI-5" rule book, one of the major characters was killed off in the opening minutes of the premiere. But who was it?

CIA operative Annie Walker (Piper Perabo) was meeting with Jai Wilcox (Sendhil Ramamurthy) at a restaurant, when he said, "We can’t do this here. Come with me and you'll find out why."

As they were leaving Annie realized she'd left her umbrella in the restaurant so went back to get it. As she picked it up, Jai’s car exploded in the parking lot.

The show's creators explained why they killed off Jai to Entertainment Weekly. "We really wanted to … present Annie with some challenges for the season," said Chris Ord. "We feel we owe it to the audience to remind them that the world of this show does have real jeopardy," added Matt Corman, "and people can die."

Season 3 of "Covert Affairs" continues on Tuesdays at 10 p.m. ET on USA.

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