I can't remember the name of the episode but it's the one where Kalinda visits Peter in jail to get info for a case they were working on. Kalinda was pressing Alicia to see Peter because he could assist them in a case, but Alicia refused so Kalinda eventually went behind her back and saw Peter herself. Alicia was furious and wanted to know why Kalinda saw him, and that's when she questioned whether or not they had slept with each other.