Beef Tenderloin Steaks with Creamy Blue Cheese Sauce is an elegant, flavorful holiday meal. Tender, juicy steaks are cooked to perfection and topped with a creamy blue cheese sauce. Pair this with your favorite salad and crusty bread for the perfect meal.

The holidays are here and I couldn’t be more excited.
This holiday season might look different for many Ohio families but no matter how you celebrate with loved ones, make beef, like these Beef Tenderloin Steaks with Creamy Blue Cheese Sauce, the center of your holiday feast!
Today’s recipe is a nice holiday recipe because the tenderloin steaks are tender, juicy and flavorful.
They also pair really nice with your favorite holiday flavors like blue cheese, cranberry sauce or even a homemade horseradish sauce.
I know when I have friends and family over I also love to make this Slow Cooker Pot Roast, these Grilled Ribeye Steaks and the Best Roast Beef Recipe around.
Recipe Ingredients You’ll Need
- Beef Steak Tenderloins: Beef tenderloin steaks, or filet mignon, is one of my favorite cuts of steaks. It is a tender cut of beef which I love. And when you dress this up with the creamy blue cheese sauce it is so darn good. The cut can be thicker than some of the other cuts and it works great if you want to grill or cook it in the oven.
- Olive Oil: I used olive oil in a simple marinade. It isn’t necessary to marinade this cut of steak but I like to just to add a bit more flavor.
- Worcestershire Sauce: This adds flavor to both the steak marinade and the blue cheese sauce.
- Garlic: I am a lover of garlic. I added minced garlic to the marinade for the steak but also added some whole garlic cloves to the skillet when cooking the steak.
- Spices and Herbs: Spices and herbs are a big part of my cooking. With steak you don’t need a lot of spices and herbs because steak tastes great with just a sprinkle of salt and pepper but I do like to add spices and herbs from time to time. This recipe uses rosemary and thyme along with Italian seasoning.
- Blue Cheese: I am a huge fan of blue cheese. I know people either love it or hate it but for me it works so well with steak.
For exact ingredient amounts and instructions, see the full recipe card below.
How to Cook Beef Tenderloins
There are a variety of ways that you can cook your beef tenderloin steaks. My two favorite ways to cook beef tenderloin is on the grill or in the oven.
You can also cook the beef fillets in a skillet but I find with the thicker tenderloin steaks it takes longer to cook in a skillet.
- Cook Properly: Keep friends and family healthy this holiday season by ensuring your beef dinner is properly cooked before serving. Just remember: Beef should always be cooked to an internal temperature of at least 145°F.
- Oven Roasting: Oven roasting is a go-to cooking method during the holidays because it generally uses a lower temperature over a longer period, allowing you to “set it and forget it”. Refer to this oven roasting cooking chart for timing guidelines and other helpful tips.
- Resting the Beef: Once the roast is removed from the oven, transfer it to a carving tray or cutting board, then cover it loosely with aluminum foil (this is called tenting) and let it rest. Larger roasts need more time to rest, often up to 15–20 minutes. Use that resting time to make an au jus from the beef drippings!
Ways to Modify this Beef Tenderloin
- Beef: With this recipe you can swap out beef tenderloin for other cuts of steak like New York strip or ribeye.
- Sauce: I love this blue cheese sauce but you can easily swap that for this Tahini Sauce or this Dill Sauce.
- Fresh Herbs: Fresh herbs can take a steak to the next level. Try adding fresh parsley, fresh rosemary, fresh oregano or fresh thyme to your steak.
Recipe FAQ
The steaks should be about 1.5 to 2 inches thick which is ideal for even cooking and a great sear.
Yes it helps the flavor if you let it sit out for 30-45 minutes before cooking to ensure even cooking.
It helps the juices redistribute if you let the steak rest after cooking. You can tent the steaks with foil if you have it on hand.
More Beef Recipes
Beef Tenderloin Steaks with Creamy Blue Cheese Sauce
Ingredients
- 4 beef Tenderloin Steaks, cut 1 inch thick (about 1 pound)
- 1/2 cup olive oil
- 1/4 cup Worcestershire sauce
- 4 garlic cloves, minced
- 1/2 teaspoon salt
- 1/8 teaspoon black pepper
- 1 teaspoon dried thyme
- 1 teaspoon Italian seasoning
- 1/2 teaspoon dried rosemary
- 1/2 cup heavy cream
- 3 ounces blue cheese crumbled
- 1 teaspoon Worcestershire sauce
- Dash or salt and pepper
- Garnish with fresh blue cheese, thyme and rosemary
Instructions
- In a small bowl combine the olive oil, Worcestershire sauce, minced garlic, salt, pepper, thyme, Italian seasoning and rosemary. Mix well. Set aside.
In a large ziploack bag add the beef tenderloin steak. Pour the marinade over the steaks. - Refrigerate for 2 hours to allow the marinade to soak into the steak.
- When you are ready to cook the beef pull it out of the refrigerator and set on the counter to come to room temperature.
- Preheat the oven to 350 degrees F. Heat a non-stick skillet over medium heat. Sear the steaks in the skillet for 2 minutes on one side.
- Turn the steaks over and move the skillet to the oven. Cook the steaks in the oven for 13-15 minutes, turning halfway. Remove steaks from oven when internal temperature reaches 135°F for medium rare; 145°F for medium doneness.
- While the steaks cooks start the sauce. Heat the cream in a small pot over medium-low heat. Warm for about 2-3 minutes. Add the blue cheese in and continue to stir until the blue cheese is mostly melted. Add the Worcestershire sauce, salt and pepper to the blue cheese sauce and continue to whisk until the sauce is thick and creamy.
- Remove steaks from the skillet and tent loosely with aluminum foil. Let stand for 10 minutes. Serve with the blue cheese sauce, fresh rosemary and thyme.
Today’s post is sponsored by the Ohio Beef Council. As always, opinions are 100% my own.