S1·E11 John D.O.A.

Lenny renews his duel of wits with John, kidnapping Lt. Avery and sending a series of cryptic clues with a fatal deadline. A new captain makes things hard for John and he and Digger go off on their own to hunt down the killer. John meets up with Frank and they figure both that the police are on the wrong trail going into a booby trap and where Lenny really is. But Frank accidentally shoots John, killing him and letting Lenny escape. It's a ruse to draw Lenny out at the cemetery with no one in the way, one that (more or less) works. We do find out that Lenny branded himself with John's mark and didn't have any deep connection to him.