Greetings old... Inspector Fox! Man, you're in it again!
― Murray, meeting Sly being chased by Inspector Fox[src]
Bentley decided to start their search for Murray at the police headquarters, just in case they might have captured him, or at least were aware of his presence in Venice. Bentley pointed out that the Venetian police station could be distinguished from other buildings by the large dome on top of it. Despite this huge impression, Octavio's forces were the ones patrolling the streets, rather than the cops. Sly noted this and managed to find an entry point into the station through the vent on the top of the giant dome roof. However, the dome was covered in glazed tile, making it almost impossible to climb up. Sly saw that a rope connected the roof of the police station to a nearby apartment, and that the side of the rope could be reached by bouncing on top of a gondola. Sly reached the top of the dome, and crawled inside.
After crawling into the police station, Sly worked his way through the ventilation system, down to the bottom floor. He exited a vent next to a jail cell, which he thought was holding Murray. Upon calling his friend's name, Sly found out that it wasn't Murray in the cell, but Dimitri Lousteau, a member of the now-defeated Klaww Gang. Dimitri, who would rather see Sly get arrested than tell him where Murray is, yelled for the cops nearby. To calm Dimitri down, Sly rationalized with Dimitri; if he got thrown into jail, nobody would be there to bust Dimitri. Dimitri told him that even if he did manage to get the cell door open, he'd be caught on the way out anyway, and would get a bigger punishment for trying to break out.
Realizing that Dimitri had a point, Sly thought of a way to get him out quietly after he opens the cell. He eventually came up with a plan: he'd distract the cops, and while they're all focused on him, Dimitri could simply just walk out the door. Dimitri completely agreed with this indirect act of revenge. He revealed the location of the cell key to be in the head cop's office.
Sly quietly crawled over to the head's office, whom he saw was Inspector Carmelita Fox, to steal the key. As he did so, Carmelita was giving a presentation to a group of mercenaries about a tar pollution situation, which they knew Octavio was behind, but without direct evidence. After stealing the key, the lights, having electrical problems, started flickering on and off. To avoid being seen, Sly hid under a table in the room when the lights flickered on, and made his way back to the cell when they flickered off. Once at the cell, he removed the lock on the cell door. However, the cell had another lock, a dial. Using his perception, Sly maneuvered the dial and unlocked the final lock. Once he was out, Dimitri told Sly that Murray would be waiting at Rialto Bridge.[note 1] Then, Sly got the cops' attention, while Dimitri snuck out the front door.
Inspector Fox chased Sly outside, where she "praised" his nerve to show up in her squad room. After establishing that she hardened since their last encounter, Carmelita chased Sly as he bounced and ran across gondolas. He eventually made his way to Rialto Bridge where, as Dimitri said, Murray was waiting. To lose the Inspector, Sly and Murray jumped into a manhole and sheltered in the sewers, later emerging from one nearby.
Once alone, Sly talked with his old friend, whom he found to have taken his new Dreamtime training to heart. Sly told Murray that he and Bentley needed him back on the team, and that Bentley didn't blame Murray for his wheelchair. Murray refused, saying that his Guru told him to "lose [himself] and not return until the black water ran pure." Although Sly was confused as to what Murray meant, Murray declared that he's on a real spirit quest. Sly had Murray tell him everything, and Murray began his story. Afterwards, Sly made it back to the safe house and relayed the information to Bentley.
- During Sly and Dimitri's initial conversation, the subtitles misspell the word "polizia" as "politzia." Although, given that it's Dimitri saying it, this may have been intentional.
- In the PS Vita version, when you enter the air vent, it will actually show Sly crawling through the vent to get inside instead of skipping to where he walks up to Dimitri's cell.
- The Rialto Bridge is an actual landmark in Italy.