This is in the 40th1episode "Jewellery Robbers in Action". The first one is Conan. They met Takagi, a policeman who bought a diamond brooch for Sato in a jewelry store. While chatting, the robber appeared and took the brooch away.

The scene of Xiao Ai appears around 15: 30. Yuan Taihe and his prisoner want to jump from the opposite building. Xiao Ai said it was impossible, and the prisoner was not a masked superman.