Filet Mignon with Blue Cheese Sauce

Filet Mignon with Blue Cheese Sauce is incredibly easy to make, yet impressive enough for date night or special occasions!

Our go-to for a fancy date night at home has become Filet Mignon with Blue Cheese Sauce. It requires very little prep, you don’t need to spend much time in the kitchen and it’s so good! You need just one skillet and minimal effort to make this restaurant quality dinner at home!

Looking for more ways to serve filet mignon? Don’t miss our reverse sear filet mignon recipe!

Slices of filet mignon in small cast iron skillet covered with blue cheese sauce and garnished with parsley.

Recipe ingredients

Measured ingredients for filet mignon and blue cheese sauce.
  • Filet mignon steaks: Filet mignon is prized for its tenderness, but it’s also incredibly lean. That’s why we serve our filet mignon with blue cheese sauce. The rich and creamy sauce makes for a perfectly balanced dish.
  • Kosher salt: Generously salting your steaks ahead of time is a key step in getting flavorful filet mignon.
  • Vegetable oil: Use vegetable oil or any other oil with a high smoke point to sear your steaks.
  • Unsalted butter: Unsalted butter is used to cook the shallots and adds richness to the blue cheese sauce.
  • Shallot: One diced shallot adds depth and a subtle sweetness to the blue cheese sauce.
  • Heavy cream: Heavy cream is the base of the sauce and creates a luxuriously smooth texture that makes this blue cheese sauce for filet mignon impossible to resist.
  • Blue Cheese: The star of the show! Choose a quality blue cheese for the best flavor in this filet mignon with blue cheese sauce recipe.

Choosing your blue cheese: I always opt for a creamy blue cheese in wedge form for this recipe. Pre-crumbled blue cheese is generally less flavorful and doesn’t melt as nicely into the sauce. Here are my favorite picks for this filet mignon with blue cheese sauce:
– Gorgonzola: An Italian blue cheese made from cow’s milk, Gorgonzola is my all-time favorite cheese and go-to for this recipe. If you can find it, Gorgonzola Dolce is great for this recipe.
– Roquefort: Roquefort is a French blue cheese made from sheep’s milk. I’ve tested this recipe with Roquefort cheese from Trader Joe’s and it was excellent!
– Stilton: Stilton is an English blue cheese made from cow’s milk. Stilton tends to have the sharpest flavor of the three, so opt for Gorgonzola or Roquefort if you’re looking for something more mild.

Step by step instructions

Filet mignon with blue cheese sauce is incredibly simple to make and can be whipped up in four easy steps:

Salted filet mignon steaks on wire rack in rimmed baking sheet.

Step 1: Generously salt the filet mignon on all sides. Let the steaks sit uncovered on a rack in the refrigerator for 24 hours or overnight. Sitting uncovered in the fridge will help dry out the surface of your steaks (this ensures a crispier exterior when pan-frying) and also give the meat time to absorb the salt (more flavor!).

Seared filet mignon steaks in pan.

Step 2: Sear the filet mignon. Sear the filet mignon in a bit of oil on one side. Then flip and transfer to the oven to finish cooking. This will give you a nice sear and ensure your steak is cooked to your preference. Just make sure to preheat the oven ahead of time!

Sauteed diced shallots in butter.

Step 3: Saute the shallots in butter. This takes just a few minutes and adds so much flavor to the sauce. A bit of finely minced yellow onion will work if you can’t find shallots.

Crumbled blue cheese added to the creamy sauce.

Step 4: Add the cream and blue cheese. Heavy cream and blue cheese are the last two ingredients in the sauce. Now just cook until the sauce slightly thickens and you’re ready to serve!


Leftover filet mignon? That’s unheard of in our kitchen! But if you do have any filet mignon with blue cheese sauce leftover, you can store it in a sealed container in the refrigerator for 3-4 days. I recommend storing the blue cheese sauce and filet mignon in separate containers.

To reheat filet mignon, place them in the oven at 240°F (115°C) until they reach 100°F (38°C). Then finish with a hot sear. This method prevents the steaks from drying out and ensures they stay a perfect medium to medium-rare.

To reheat the blue cheese sauce, place it in a saucepan over low heat until warm. Consider adding a bit more heavy cream or broth to loosen the sauce.

Expert tips and tricks

  • Choose high-quality filet mignon steaks. The steaks should be at least 1.5 inches (4 cm) in thickness and bright red in color.
  • Rest before slicing. Resist the urge to slice into your filet mignon as soon it’s done cooking. Allow it to sit for 5-10 minutes (just in time for the sauce to cook) to give the juices time to redistribute.
  • Choose a quality blue cheese: Make sure to buy a creamy blue cheese in wedge form for the best flavor and velvety smooth sauce.
  • Use a meat thermometer. Don’t leave the cook on your expensive steaks to chance. Use an instant read digital thermometer to make sure the steaks in your filet mignon with blue cheese sauce are cooked to perfection.

A note on steak doneness: I’m generally not one to comment on your steak preference (rare or well-done, you do you!), but for filet mignon I highly recommend rare to medium-rare. Because of its low fat content, the steaks cook quicker and you risk drying them out if you cook them much past medium.

What to serve with filet mignon and blue cheese sauce

For side dishes to our filet mignon with blue cheese sauce, we generally go with something green like asparagus or broccolini along with some type of potato. This time, we opted for Roasted Radishes and Potatoes. But homemade garlic bread rolls like Pampushky would also make a great side and be perfect for scooping up any leftover sauce!

To keep it lighter, you could go with an easy salad or something with a lot of garden veggies, like this Easy Cucumber Tomato Salad.

And for date night or a little something decadent, try serving your filet mignon with blue cheese sauce over a plate of linguine. This is also a great way to extend the portioning — just slice it before serving and you’ll generally only need one filet mignon per two people if you’re adding it to pasta!


What is blue cheese?

Blue cheese, also known as bleu cheese, is a variety of cheese cultivated with Penicillium mold. The mold imparts the characteristic blue-green veins that define the cheese’s unique appearance and flavor profile.

What type of blue cheese should I use for the sauce?

For this filet mignon with blue cheese sauce recipe, I recommend using Gorgonzola, Roquefort or Stilton. I find that Gorgonzola and Roquefort have a creamier texture, but Stilton has a sharper flavor that I love with filet mignon. All three are excellent choices!

What is filet mignon?

Filet mignon is a cut of beef known for its tenderness and melt-in-your-mouth texture. The flavorful cut of meat comes from the small end of the tenderloin.

I don’t have time to salt my filet mignon ahead of time. What should I do?

If you’re short on time, you should still try to get at least an hour or two in. Any less than an hour and the moisture drawn out by the salt won’t have enough time to seep back into the meat. In that case, just season right before searing.

How do I know when my filet mignon is done?

Use an instant read thermometer to check the internal temperature of your steaks. You’ll want to remove your steaks from the oven when they’re 5 degrees Fahrenheit below your desired temperature. Carryover heat will bring them up to your ideal temperature.

Loving this filet mignon with blue cheese sauce? Here are a few more of our date night recipes perfect for two people and sure to impress!

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Tender filet mignon slices in small cast iron skillet, smothered in savory blue cheese sauce and topped with parsley

Filet Mignon With Blue Cheese Sauce Recipe

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  • Author: Brit Kapustina
  • Total Time: 25 minutes
  • Yield: 2
    • Prep Time: 5 minutes
    • Cook Time: 20 minutes
    • Category: Dinner
    • Method: Stovetop
    • Cuisine: Global


  • 2 filet mignon steaks, 6-8 ounces (170230 grams) each
  • Kosher salt to taste
  • 1 tablespoon vegetable oil
  • 2 tablespoons (30 grams) unsalted butter
  • 1 shallot, finely diced
  • ¾ cup (180 ml) heavy cream
  • 4 oz (115 grams) blue cheese,* crumbled


  1. Generously season the steaks on all sides with salt. Place on a pan fitted with a wire rack in the fridge uncovered for up to 24 hours (and at least 2 hours). Pat the steaks dry.
  2. Preheat oven to 350°F (180°C).
  3. Heat a heavy-bottomed oven-safe skillet (cast iron or stainless steel) over high heat. Add the vegetable oil.
  4. Add the filet mignon steaks and sear on one side (about 2-3 minutes) until well browned. Flip the steaks and immediately transfer the skillet to the oven for 6-9 minutes or until they reach an internal temperature of approximately 5 degrees Fahrenheit below your desired doneness. So for a target temperature of 125°F (52°C), which is between rare and medium-rare, the steaks would come out of the oven at 120°F (49°C). Start checking at 5 minutes, especially if you have smaller steaks.
  5. Transfer the filet mignon to a plate and allow to rest while you make the sauce.
  6. Melt the butter in the skillet over medium heat (use the same skillet you used to make the steaks for the best flavor).
  7. Add the diced shallots and cook for 3 minutes or until golden brown.
  8. Add the heavy cream and cook an additional 5 minutes or until the sauce begins to thicken.
  9. Stir in the crumbled blue cheese. Season with salt (if needed) and cook until the sauce is smooth and thickened to your preference. Serve with filet mignon.


Blue cheese: Choose a creamy blue cheese in wedge form. Pre-crumbled cheese will be less flavorful and won’t melt as nicely. I recommend Gorgonzola, Roquefort or Stilton.

Storage: Store leftover filet mignon and blue cheese sauce in separate sealed containers in the fridge for 3-4 days.

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