The filet mignon comes from a muscle called the tenderloin that does very little work, resulting in more tender meat. There’s also very little connective tissue in that part of the cut, contributing to its tenderness. The way you cook filet mignons also contributes to how much of a tender steak they are. If you follow my instructions below, you’ll end up with juicy steak thats tender and melt-in-your-mouth filet mignon.