This is story-related and cannot be missed.
You will earn this in the first Mansion Incident chapter. About halfway through the chapter, you will come out onto a balcony. As well as finding a few items out here, you will find the corpse of a team mate, Forest Speyer. He rises, reanimated as a zombie, and you have no choice but to kill him.
After killing him for good, you will unlock the trophy.