From Shiko's spy days in the Akatsuki, during which she was mentored by Itachi. While they regularly trained together Shiko's lack of field experience sometimes reared its head when taking on high risk missions. On one of these occasions Itachi had to step in to save her life and both of them ended up being wounded.
Following the fight Itachi's sickness took over rendering him unable to perform even the most basic of tasks, Shiko brought him to an inn, cared for him, patched up his wounds, brought him medicine, tea, fresh towels. When he finally got enough rest she awkwardly put into words how grateful she for him saving her life and how guilty she felt after not being able to execute the mission as planned.
Beneath it all Shiko recognised she was finally accepted by her mentor figure, which made her feel safe for the first time after all those months since she left Konoha.