Filet Mignon with Melted Blue Cheese Sauce

Filet Mignon with Melted Blue Cheese Sauce RecipeI don’t know about you, but Filet Mignon is bar none my favorite kind of steak!  I have a hard time ordering anything else at a steakhouse.  But I especially love it with a blue cheese sauce, and the sauce on this recipe rivals anything I have had at a restaurant.  I got my filets at Costco, they are a little spendy but REALLY good quality there!  Great for any kind of special occasion.  And please PLEASE don’t overcook this steak.  You want that pink center, it tastes SOOO much better this way!
Filet Mignon with Melted Blue Cheese and Two Dipping Sauces

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  • 4 to 6 filet mignon steaks
  • Dry Rub:
  • 1 tablespoon garlic powder
  • 1 tablespoon mustard powder
  • 1 tablespoon chili powder
  • 1 tablespoon ground cumin
  • 1 tablespoon brown sugar
  • 4 tablespoons ground paprika
  • 1/2 teaspoon dried oregano
  • freshly ground black pepper to taste
  • salt to taste
  • Creamy Blue Cheese Sauce:
  • 4 ounces blue cheese, crumbled
  • 1/3 cup mayonnaise
  • 2/3 cup sour cream
  • 1 1/2 tsp Worcestershire 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.


  1. Nicole says:

    Question: Do you have any ideas/ways that you use up the excess blue cheese sauce?

    • Erica says:

      It is really good to dip fries in! 🙂

  2. J says:

    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…

  3. Rick says:

    Whete are the two dipping sauces?

    • Echo says:

      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!

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