That's Director Jenny Shepard(:

Jenny Shepard, portrayed by Lauren Holly, first appeared in the episode "Kill Ari (Part 1)". She replaced former NCIS director Thomas Morrow, at the start of the third season after Morrow took a Deputy Director's position with the Department of Homeland Security. She is also a "military brat" as her father Colonel Jasper Shepard was an Army officer.She was Gibbs' former partner and former lover. While she and Gibbs were stationed in Europe, Gibbs was ordered back to the States and she was offered her own section in Europe. When Gibbs asked Jenny to go with him, she refused. They were reunited in "Kill Ari (Part 1)" which stirred Gibbs' heart, and opened a constant flirtation between her and Gibbs. Jenny was killed in the episode "Judgment Day (Part 1)". At the time of her death she was already dying from a terminal illness that was never specified.
Shepard had a close relationship with Ziva David and occasionally provided her with key information on a case without going through regular channels or telling Gibbs, as in the Season 3 episode "Head Case." They made it a point to keep these dealings confidential; "What Gibbs doesn't know can't hurt us," Shepard quipped. Later in the episode, though, Gibbs' remarks revealed that he knew about her assistance. During season 4, Director Shepard places Tony DiNozzo on an undercover assignment to get close to notorious international arms dealer René Benoit, otherwise known as La Grenouille. The sub-plot comes to a head late in the season when it is revealed that she blames Benoit for the death of her father and that Benoit is now central to a major CIA deep-cover operation. Gibbs confronts her over the operation, suggesting that Shepard is letting her emotions dictate her actions and that she has knowingly placed DiNozzo in danger and jeopardized a major CIA operation for the purposes of getting revenge, while hiding behind her position as NCIS director to justify her actions. During the episode "Internal Affairs", it is strongly implied that Shepard was responsible for the murder of La Grenouille. In several episodes during season five, before her death in the episode "Judgement Day (Part 1)", her failing health becomes a plot issue, as for example when Ducky is shown to be ordering a test on a blood sample to Abby, telling her that it is from a John Doe. However, when Abby talks to Jimmy Palmer, he says that they have no John Does. Gibbs deduces, correctly, that the only person Ducky would act this way for would be the Director, at the end of the episode "Stakeout". In the next episode "Dog Tags", Gibbs questions Jenny about her illness and she lies to him, saying she is fine. It is never revealed as to what was killing her. Mike Franks also discovers her illness by going through her purse and finding her medication. In the episode "Judgment Day (Part 1)", Franks and Jenny are talking in an abandoned diner in the California desert and she indicates that she is dying and reveals that she regrets her decision to leave Gibbs in Paris and that she is still in love with him. It is revealed that she botched an operation ten years prior where she and Gibbs had been ordered to assassinate Russian lovers who were crime lords. Gibbs shot the man, but Jenny faced the woman, Natasha (AKA Svetlana), down and let her live. As a result, Natasha sends assassins who kill Jenny in the diner but only after Jenny manages to kill all of them. Franks, who had been outside at the time of the shooting, returns to Jenny's house where Natasha is trying to kill Gibbs and Franks shoots her. Gibbs and Franks decide to cover Jenny's mistake and death by burning down her Georgetown mansion and her cause of death is reported as "death in home fire". After Jenny's death, she was replaced by Assistant Director Leon Vance.

That's Director Leon Vance(:

Leon Vance, portrayed by Rocky Carroll, first appeared in the episode "Internal Affairs" as Assistant Director in Season 5. He is named Director after the death of Jenny Shepard. It has been revealed in the episode "Knockout" that he was originally from Ohio, but grew up in Chicago where he trained to be a boxer. He attended the United States Naval Academy and was commissioned as a 2nd Lieutenant in the Marine Corps, but was forced to take a medical discharge before ever serving due to having undergone surgery to repair a detached retina suffered during his boxing career. Notably, Vance took over for Jenny Shepard during her leave of absence between "Internal Affairs" and "Judgment Day," establishing himself as a formidable presence with Gibbs and his team. He and Gibbs clash during this span, prompting a cold war between them which ends with a détente between the two of them in "Agent Afloat" at the start of the sixth season; however, the two of them clash later on, as Gibbs feels he cannot fully trust Vance, though he cannot identify a specific reason why. Vance spearheads the investigation into Jenny Shepard's death, and is angered greatly when he is not kept in the loop by Gibbs and Mike Franks, who ultimately manipulate the situation to exonerate Shepard from her past failure, not what Vance had in mind. After Shepard's death, and possibly before, he lobbies the Secretary of the Navy hard to take over NCIS, as told in "Cloak," but in "Semper Fidelis" the Secretary of the Navy informs Gibbs of a major operation which will require Vance to serve as its head, and that NCIS and the Navy will need Gibbs and Vance to get along, to which Gibbs is not comfortable but appreciates the situation. Things come to a head in "Aliyah," when Gibbs accuses Vance of selling out his team to Mossad Director Eli David, to which Vance responds that Ziva was a plant, used to get Mossad a foothole in NCIS through Gibbs. After this, the two of them realize that circumstances will prove one of them right. At the start of the seventh season, Vance approves Ziva's transfer to NCIS, proving that Gibbs was right, and Ziva was loyal to NCIS. Despite his professional attitude towards Gibbs's team, he shows that he does care about them at least once when Alejandro Rivera threatens Abby in "Spider and The Fly". He tells Alejandro to leave before he gets hurt and when Alejandro asks by who, he replies angrily: "By me." Even after the events of "Aliyah," Vance has been shown to still be in official contact with Eli David in David's capacity as Director of Mossad. This is shown when he receives a text message on his phone from Eli which says only: "I found him". Vance also refuses to discuss an Eli-phone call with Gibbs, despite knowing how dangerous Eli is, and his precarious relationship with Gibbs and his team. Upon being promoted to the director's position at the end of Season 5, Vance immediately goes to former Director Shepard's office, and is seen to shred a single mysterious document from his own personnel file. It is later revealed in season 6 ("Semper Fidelis") that the document was a letter of recommendation from his supervising agent at the time, Douglas Scott Reilly. The Secretary of the Navy tells Gibbs that the file is a fabrication and that he thought all copies had been destroyed. Leon Vance has a wife, Jackie, and two children, a daughter, Kayla, and a son, Jared. He met his wife while attending a University of Maryland basketball game while Len Bias was playing. Vance is also a recurring character of the NCIS spin-offNCIS Los Angeles.