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.

Filet Mignon with Blue Cheese Sauce

Ingredients

2 filet mignon steaks, 6-8 ounces (170–230 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

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Instructions

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.
Preheat oven to 350°F (180°C).
Heat a heavy-bottomed oven-safe skillet (cast iron or stainless steel) over high heat. Add the vegetable oil.
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.
Transfer the filet mignon to a plate and allow to rest while you make the sauce.
Melt the butter in the skillet over medium heat (use the same skillet you used to make the steaks for the best flavor).
Add the diced shallots and cook for 3 minutes or until golden brown.
Add the heavy cream and cook an additional 5 minutes or until the sauce begins to thicken.
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.

Notes

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.