The show often sets episodes in fictional locales with names like Salinger Mill and Rancho Rosa. Like the majority of American television shows, The Mentalist is mostly filmed within the studio zone in Los Angeles County, but occasionally films a few scenes on location in Sacramento.The structure used to represent the CBI headquarters in Sacramento is the back of the Pico House in downtown Los Angeles.he show follows former psychic Patrick Jane (Simon Baker), who is a consultant to the California Bureau of Investigation (CBI), using the highly developed observational skills he previously employed to read people's minds.