Filet mignon, like all cuts of steak, is red meat. While there are some disagreements, most nutritionists and dieticians recommend eating red meat no more than two to three times a week for the average person, and preferably less. However, filet mignon does have health benefits, especially compared with fattier cuts of meat. It’s a good source of protein, iron, zinc, and vitamin B12. Filet mignon is a leaner meat, as well as lower in cholesterol than many other red types of meat. One 3-ounce serving has about 230 calories, 15 grams of total fat, and 22 grams of protein.