The tenderness of the Filet Mignon Steak exceeds all others. Although the Filet is a leaner steak, our Tenderloin steaks are well marbled and retain enough fat throughout the cooking process to give them a delicious flavor. The Filet Mignon is cut from the tenderloin. The tenderloin runs from the sirloin section forward into the short loin, where it can be cut as part of a Porterhouse or T-Bone. This can be cut from a whole tenderloin roast.