CBS’ FBI airs its season one finale tonight with an episode that continues to be very personal for Special Agent Maggie Bell (Missy Peregrym), whose journalist husband Jason was murdered. Despite the passage of time, Maggie hasn’t been able to put his death behind her and last week’s episode with the murder of a fellow FBI agent has her more determined than ever to unlock the mysteries of Jason’s death.

“I love the personal stuff,” Peregrym tells Parade.com. “I like to play that as much as possible even when she’s doing her FBI thing. There’s cracks in her armor, where she doesn’t have it all together the whole time, but I really love it when we go into personal things. We don’t get to very often, so when we do, I think it’s great for the audience to see that.”

At the end of last week’s episode, Analyst Kristen Chaza (Ebonée Noel) shared some information with Maggie that she had sleuthed out about the last week of Jason’s life, which involved a mystery woman named Angela Perez (Brandi Bravo).

But before Maggie can speak with her, the woman is abducted, leading the team to uncover a criminal operation larger than anyone imagined. Because of her personal connection to the case, Maggie should recuse herself, but she pleads with Dana (Sela Ward) to let her work on it, and Dana puts her career in jeopardy by agreeing.

The personal stories keep the audience coming back because they want to know more and more about the character’s back story even though you may not even know them yet.

Sometimes that happens in the first year. That’s why it’s tricky the first year, because everybody’s learning how to work together. There’s a lot of different departments and people who are doing this, so I always say it’s like a miracle when something works. But yeah, I would like to see more of that. I’m hoping that we get more personal stuff and more banter between the characters while we’re also doing our job, because that’s a reality of what the agents are like.

What makes the show special is the relationship between Maggie and her partner OA (Zeeko Zaki). What do you think makes it work, and why do they always have each other’s back?

We don’t really know each other that well. There are differences that I’ve tried to keep consistent in our storylines, like I’ve been here for six years. I know the rules. I’m the FBI agent for real in terms of how things go down. He’s Army. He’s reactionary. He really does follow his gut and that drives me crazy, and at the same time, he’s good at his job. So, it’s one of those things where you have to respect how somebody else works differently and that’s what we try to do. We show that we have each other’s back, but also, we don’t see eye to eye on everything.

Missy Peregrym and Zeeko Zaki (Photo: Michael Parmelee/CBS)

Is Maggie based on a real-life FBI agent or is she a composite?

Craig Turk created the show and I know that he had spoken to people and had some people in mind, but I never met them. We have Dan, the man who is the FBI guy on our set, and he’s the one that keeps us straight in terms of tactical procedure and making sure that we are following what an FBI agent would do to keep the boundaries a little bit intact, so we don’t go too crazy.

Have you talked to a woman FBI agent, because I would think it’s a different experience for the women in a man’s world?

100 percent. Yes, it’s a very tricky thing for me to do. I specifically did not do that this year because even if I have these conversations doesn’t mean that that’s going to happen for me in the show. So, it’s important for me that I create, with the team, my character first, before taking on more stuff. I’m not in the writers’ room, I’m not the show runner, so I can bring those things in, but as a female, I feel like I’m constantly bringing some of those things in and going like, “That’s not how this would go,” or “Maggie wouldn’t react this way in this situation,” and so, I’m very blessed to be able to collaborate with the people who are on this team and shift those things when we need to.

Before you did this, you guested on Law & Order: SVU. Is that how you got into the Dick Wolf universe? Did he remember you from that and say, “Okay, let’s call her in for this role?”

Yeah, which really surprised me. That was a very hard role to play, actually, because of the nature of the content. I couldn’t wait to be done with that job, because it was so heavy even thought it was a good experience working with Mariska [Hargitay] and the cast.

The story goes that Dick loved that episode and he had me in mind the whole time for Maggie, which is … it’s not flattering, it’s bigger than that. It made me feel like there’s nothing too small that you can do in your life. That nothing is for nothing. That is why you take every opportunity and you do the best that you can. You show up because you have no idea where it’s going to go.

Jeremy Sisto, Zeeko Zaki, Missy Peregrym and Ebonée Noel (Photo: Michael Parmelee/CBS)

So, did he have advice for you when you switched over to this role?

Yeah. It’s the same. He gives the same speech to everybody. It makes me laugh every time. I got to hear it twice because we did the spinoff pilot episode for FBI: Most Wanted. So, I got to be there for that. I don’t know if I should tell you, because maybe what he says is not public.

Anyway, that guy works so hard. He’s constantly producing and creating things, so it’s an honor to be here in the position that I’m in to do everything that I can to make the show great.

You played a cop on Rookie Blue for six years. What did you have to learn different, because being an FBI agent has different aspects to it than being a cop?

With cops, you’re dealing with things that happen to you in an instant and you have no idea what you’re showing up for. With the FBI, they do so much work before they go and approach somebody, so they have so much intel that it’s a very different thing. They also work together with so many different partners, so it’s not like police, who only work with the police in their city. That’s their jurisdiction. The FBI works with so many different law enforcement groups that it’s just a different way of approaching things. That being said where’s the drama if we’ve got it all figured out before we show up? So, to some degree, we show up to places and things don’t always go as planned all the time.

It doesn’t feel that different for me procedurally. What feels different is that I’m not a rookie. I’m somebody who has already had those years and it’s interesting. It feels like a very easy transition for me, because I’m not a rookie when it comes to doing a police procedural. Rookie Blue was my first show as a lead and that was a lot to take on and learn, so it’s a bit different.

Is another difference the types of cases, because the FBI deals with terrorists and kidnappings and those types of cases, which are not necessarily more serious than a murder, but could involve more potential deaths?

Of course. Yes. 100 percent, yes. There are more stakes, and if you make a mistake or you follow the wrong lead, this is a real. This is what the agents say. They get so many calls all the time with threats that are coming in, they need to make like a game-time decision all the time. “Okay, are we going to follow this one or are we going to follow this one?” Because you make one mistake and, all of a sudden, there’s a huge catastrophe that happens and that’s what you hear about. What we don’t hear about are all the times that the FBI has done its job really, really well and get the person before it goes down. That is something that we are showing, actually.

Missy Peregrym (Photo: Michael Parmelee/CBS)

Even though you’ve been on American series before, most of them have been shot in Canada. What’s it like working in New York City? Is it a big transition?

Not as much as I thought it was going to be. I was nervous to move there because it’s such a big city and I really like my space. I’m a West Coast chick. So, it was more that. I have enjoyed New Yorkers so much. I like the way the people are. I like that people just yell at you in the street and then they’re like, Okay, bye.” Everybody just expresses themselves and then moves on with it. Passive-aggressive behavior just doesn’t exist in that city, which I love. So, it’s a lot of fun to work there and I get a kick out of the fact that we’re annoying to them, because we’re blocking the sidewalk. They’ll walk through our takes and do all this stuff and I’m just like, “Yeah, well, I don’t know.” I kind of like it.

You run a lot on the show. How do you stay in shape?

This year’s been tough because I haven’t had a lot of time, so I welcome any of the scenes where I get to run because that’s basically how I’m working out.

Weren’t you a Pilates and a boxing person?

Yeah. I really love that, but the problem in New York is they don’t cater to the film industry, they cater to the people who have 9 to 5 jobs, and so basically the gyms don’t stay open in the same way and I can’t get classes at the times that I need to. I’ve really had to adapt. I ended up getting a real bike on a stand in my house, and you connect to an app on your iPad, so it’s like a spin class.

That’s what I try to do more for mental health, honestly, and being able to get my body moving. Everyone’s healthier when they can do that.

Right. Because you’re in almost every scene.

Yeah. It’s a lot. So, it’s really been important for me and something that I need to actually get better at, is how I can make more time for myself for self-care while also doing this job, because it’s very easy for me to give everything to that and that’s my work.

View this post on Instagram Happy New Year! Love Tom, Missy & Charly A post shared by Missy Peregrym (@mperegrym) on Jan 1, 2019 at 2:01pm PST

Congratulations on your wedding to Tom Oakley. The picture that you posted on Instagram, you are wearing athletic shoes, did you wear athletic shoes to the actual wedding?

No. That was for afterwards. When we started dating, we bought these Spring Courts in Australia and we had matching shoes. We’re such dorks about it and we love them a lot, so I was like, “Oh, man, that would be so fun to have white sneakers.” I couldn’t get them because they’re hard to find in America. Anyway, he surprised me on our wedding morning and had the shoes for me and I was just so happy. It was just such a cool thing.

The season one finale of FBI airs tonight at 9 p.m. ET/PT on CBS.