A SPY IN THE HOUSE (The Agency Mysteries #1), by Y.S. Lee

The story: By the time she was twelve, Mary Quinn was a thief, housebreaker, and lock picker. When she gets caught, she's sentenced to die. But somehow, the ladies from Miss Scrimshaw's Academy for Girls save her neck (quite literally), and she's put into training as an undercover agent in 19th-century London. On her first assignment, she runs into the handsome James Easton, who's intrigued by the fact that a girl has enough get-up-and-go to do detective work. He tries to get to know her better--but Mary is all about her work, and she's not going to let some man get in the way of catching a smuggler...no matter how good-looking that guy might be.