Bentley: Sly, come in! Sly, do you read me?!
Sly Cooper: Yeah. I read you. Loud and... very loud.
― At the start of the job[src]
Sly Cooper began his approach by sneaking across a few rooftops in Paris to get into position on the roof of Police Headquarters, where he would need to swipe an important police file from the office of Inspector Carmelita Fox. Once the raccoon was in position, he was contacted by his friend Bentley, who exhibited nervous feelings about the job, but Sly assured him there was no need to worry, as this was a job only he could pull off.
Having fully scoped out the station's security system, Bentley directed Sly to an air vent leading inside. Shortly before the briefing was over, Murray also appeared on the line to remind Sly that he was behind the wheel and would take care of the rest. As Sly approached the small water tower on the roof, along its ledge were some blue sparkles that caught his attention. Having already read about them, Bentley explained that master raccoon thieves can sense thieving opportunities, which manifest themselves as unexplainable stealth auras, sparkles that would allow Sly to perform sneaky moves, such as sneaking around ledges. Sly used these sparkles to help him navigate around the tower and made it up to the air vent. He then used his cane to break his way inside.
Once in, Sly came across a vertical shaft littered with yellow crisscrossed lasers. After carefully jumping down the shaft, he disabled the siren and entered the hallways, where he found Carmelita's office located behind a red door. Since he could not simply pass through the reinforced door, he snuck around for another point of entry. After entering through a window, he approached Carmelita's vault, which held the police file.
After cracking its code and taking the file, Sly left behind a calling card and proceeded to make his escape to the van, but as soon as he set foot on the fire escape, he was caught red-handed by Carmelita, who spotted him from a nearby rooftop. After a short banter between the two, Sly rushed down the fire escape, with Carmelita firing at him and destroying the entire structure in the process. The raccoon then rushed through the parking lot to reach the team van. Once Sly was inside, he and the gang drove off, leaving Carmelita furious.