That sounds exactly like an episode on season 1 of "Better Call Saul"
'For over thirty years, Mike Ehrmantraut served in the Phildelphia Police Department as a beat cop. Every officer in Mike's precinct, including Mike himself, was involved in police corruption. His son, Matthew "Matty" Ehrmantraut, followed him onto the force, but was reluctant when his partner, Troy Hoffman, offered to cut him in on a bribe he accepted from a gang. When Matty sought his father for advice, Mike told him to "go along to get along" or else risk getting killed by other cops. Matty took the advice and accepted the bribes, but Hoffman and another corrupt cop, Jack Fenske, set Matty up to be killed for fear that he would rat them out. Mike, however, figured out what really happened, so a few months later, he went to a bar that Hoffman and Fenske frequented. He feigned drunkenness and accused them of killing Matt. As Mike anticipated, they took him to a remote parking lot to be executed. However, having previously stashed a gun in their car, Mike killed Hoffman and Fenske, though was shot in the left shoulder in the process.'