Two pieces of filet mignon on a table
What You Should Know Before Using A Gas Grill To Cook Filet Mignon
Filet mignon has one big downside that becomes a real problem on a grill: It has very little fat, which means it can easily overcook. This goes double for a gas grill.
Gas grills run at hotter than charcoal grills, getting as hot as 600 degrees F. Using one to cook steak is more like roasting — it's a high heat surrounding the filet at all times.
Therefore, a filet mignon is going to cook quite fast and, with little fat, the margin for error is small. Let it come to room temperature before grilling to ensure even cooking.
It also helps to have a thicker cut steak to give you more time. Filet mignon is usually pretty thick already, but stick to steaks that are at least two inches thick to make sure.
If you can measure the temperature of your gas grill, try and get it to around 450 degrees. Filet mignon should cook to medium rare in four to five minutes per side.
Let the steak rest for 10 minutes once off the grill to allow some of the liquid to get reabsorbed. This helps it stay juicy, which is important for a lean cut like filet mignon.