Gather your ingredients. In a sauce pan, bring heavy cream on medium-low heat to a gentle simmer, stirring constantly to prevent burning. Continue to simmer for 3-5 minutes.
Add half of the blue cheese crumbles to the cream, stirring constantly until the cheese is fully melted.
Add Worcestershire Sauce, stirring constantly.
Continue to simmer for 3-5 minutes on medium-low heat until the sauce is thickened and can easily coat the back of the spoon.
Add the remaining blue cheese and stir. Turn off the heat and remove the pan from the burner. Allow to cool slightly. Serve while still warm. Drizzle desired amount over steak or chicken dishes.