Filet Mignon with Blue Cheese Sauce

5 from 4 votes

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This Filet Mignon is the best melt-in-your-mouth recipe ever! Tender, juicy and covered with a smooth, tangy blue cheese sauce, this steak is perfection.

Filet Mignon topped with Melted Blue Cheese Sauce on a tan plate.

Filet Mignon

Filet Mignon is by far my favorite kind of steak! I have a hard time ordering anything else at a steakhouse. The tender, juicy filet with a slightly pink center just can’t be beat! With this recipe you can skip the high restaurant prices and make your own savory, melt-in-your-mouth steak at home. Top it with our rich and creamy blue cheese sauce, and the sauce on this recipe rivals anything I’ve ever had at a ritzy steakhouse. Pair with some crisp veggies and a simple salad and you have the perfect meal for any romantic or special occasion!

Grilling Filet Mignon

  • I always get my filets at Costco. They’re a little spendy but really good quality there. If you’re unsure of what to look for, ask the butcher at your grocery store for help in finding the perfect filets.
  • Make sure the filets are at room temperature before grilling. This helps the meat not seize up during the cooking process.
  • Use a good dry rub! The recipe card below gives you all the ingredients needed for perfect flavor.
  • I like to use an outdoor grill to cook the filet mignon. Make sure it’s cooked over medium heat until they’re done how you like them. Please don’t overcook this steak! It tastes so much better with a pink center.
  • Use a meat thermometer to check your meat. A medium rare steak should be around 130-135 degrees; medium will be under 145 and medium well should be no hotter than 155 degrees.
  • You can also cook the steak indoors. Using an oven safe skillet, sear the meat using butter or oil on the stove top until there’s a nice crust on both sides (no more than a couple of minutes each side), then transfer to the oven and bake at 400 degrees until the meat thermometer shows the desired doneness of your steak.

Best Sauce for Filet Mignon

Once your filet mignon is done to perfection, top it with this rich, smooth blue cheese sauce. It’s so easy to make and really elevates this dish to restaurant quality! Just combine some mayo, sour cream and Worcestershire sauce in a small sauce pan and melt on the stove. Then remove from heat and add some tangy blue cheese crumbles. They’ll melt ever so slightly into the sauce, yum! Drizzle over your filets and be prepared to be blown away by the flavors!

What to Serve with a Steak Dinner

The filet is really the star of the show no matter what, but try some of these delectable side dishes to really make your meal special:

How to Cook Filet Mignon

Filet Mignon topped with Melted Blue Cheese Sauce on a tan plate.

Filet Mignon with Blue Cheese Sauce

5 from 4 votes
This Filet Mignon is the best melt-in-your-mouth recipe ever! Tender, juicy and covered with a smooth, tangy blue cheese sauce, this steak is perfection.
Prep Time 10 mins
Cook Time 10 mins
Resting Time 30 mins
Total Time 50 mins
Course Dinner, Main Course
Cuisine American
Servings 6


  • Outdoor BBQ Grill


Dry Rub:

Creamy Blue Cheese Sauce:


  • Let the filets rest out of the refrigerator for 30-40 minutes prior to grilling (helps keep the meat tender…if you apply heat to chilled meat it shocks it & causes it to toughen up).
  • In the mean time, mix together all the dry rub ingredients. It will make more than you need, you can save the extra mix in the pantry.
  • When the filets are brought to room temperature, rub the spice mixture generously onto each piece.
  • Grill over medium heat to desired doneness (again, PLEASE do not over cook, it will taste best with a pink center).
  • In a saucepan over low heat combine mayonnaise, sour cream and Worcestershire sauce. Stir until smooth and warmed. Remove from heat and stir in the blue cheese crumbles. Serve over your filet mignon or on the side for dipping.

Nutrition Information

Calories: 707kcalCarbohydrates: 9gProtein: 37gFat: 58gSaturated Fat: 23gCholesterol: 152mgSodium: 489mgPotassium: 788mgFiber: 3gSugar: 4gVitamin A: 3010IUVitamin C: 1mgCalcium: 170mgIron: 6mg

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About the author

Emily Walker

Emily lives in Meridian, Idaho, with her husband, Beau, a physician assistant, and her three incredible children: a son and two daughters. Travel is one of her favorite ways to experience new cultures and cuisines, and she has a love for all things Disney.

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  1. 5 stars
    I love ordering filet when we go out to dinner, but I’m so glad to have found a great recipe to make it at home!

  2. 5 stars
    So glad I found this! My birthday is coming up, I think I will be sharing this with my husband πŸ˜‰

  3. Can also make the sauce with just heavy cream brought to temperature and then melting the blue cheese in it. Leftovers have a multitude of uses. When it cools and firms up it makes a great spread on sandwiches. Also works well over baked potatoes. I tend to use gorganzola rather that a typical blue cheese.

    1. yummmmm! Great idea to use it as a spread. Never thought to put it on baked potatoes but now I MUST try it! That sounds amazing!

    1. With this recipe, we just have the one Creamy Blue Cheese Sauce as a dipping sauce. The ingredients and directions are included in the recipe. Thanks for asking!

  4. 5 stars
    Came across this googling to try and find a good blue-cheese sauce for a burger. Turned out EXCELLENT. I’ll try fillet another time but thanks for publishing this…