While talking on the stairs, immediately after leaving the psychiatrist's office, Cagney has both hands in her coat pockets. A moment later, the next shot shows her right hand visible, holding a half-smoked cigarette.
Footage of the crane lifting a load of scrap metal is used twice.
After leaving the psychiatrist's office, Cagney is seen with a cigarette in her hand. However, one of the running gags is Cagney lecturing Lacey about smoking, so it isn't in character for Cagney to be smoking.