Henry Bain, a waiter at Louisville’s Pendennis Club, created this sauce more than 100 years ago, but it has remained a favorite in Kentucky, especially on Derby Day. It’s typically served on the side, but we decided to slather it all over the beef tenderloin, giving the meat a sweet, spicy glaze.

This recipe was featured as part of our Kentucky Derby Day menu.

  • Yield: 6 to 8 servings
  • Difficulty: Easy
  • Total: 1 hr 10 mins 
  • Active: 1 hr 

Ingredients (9)

  • 3 pounds beef tenderloin, trimmed and tied as necessary
  • 1 tablespoon canola oil
  • 1 tablespoon kosher salt
  • 1/2 teaspoon freshly ground black pepper
  • 1/3 cup A.1. Steak Sauce
  • 1/3 cup Heinz Chili Sauce
  • 1/3 cup ketchup
  • 1/3 cup Worcestershire sauce
  • 2 tablespoons Major Grey’s Chutney


  1. Heat the oven to 450°F and arrange a rack in the upper third. Place meat on a rack over a baking sheet and rub with oil. Sprinkle salt and pepper on all sides and let meat come to room temperature while the oven is heating, at least 30 minutes.
  2. Meanwhile, combine remaining ingredients in a small saucepan and place over medium heat. Cook, stirring occasionally, until sauce is thick and coats the back of a rubber spatula without running off, about 15 minutes.
  3. Roast tenderloin until a meat thermometer inserted in the thickest part reads 100°F, about 10 to 15 minutes. Remove from the oven and increase the oven temperature to 500°F.
  4. While the oven is heating, brush all sides of the meat with 1/4 of the glaze, then return to the oven. Continue brushing 1 to 2 tablespoons of the glaze on the meat every five minutes until the thermometer reads 120°F (for rare), about 15 to 20 minutes.
  5. Remove tenderloin from the oven, tent with foil, and let rest at least 10 minutes. Slice into 1-inch-thick pieces and serve with remaining sauce on the side.