U.S. butchers may call any steak cut from the Tenderloin by the generic name “Filet Steak,” or “Fillet Steak” but precisely the name only applies to Steaks cut from the middle of the Tenderloin behind the Tournedos but before the Châteaubriand. The Filet Steaks are the final cuts of the Short Tenderloin before the Tenderloin Butt begins.
Because it is so tender and tasty, High Heat is usually the best choice for a Filet Steak. It can be Roasted, Broiled, Pan-Fried or Grilled with or without fat being added. Because it has relatively little Marbling, adding a fat can impart flavor and protect the Filet Steak from drying out on the heat. Some chefs prefer Searing the Filet Steak quickly on high heat and then Finish Cooking it with a lower heat.