Add the heavy cream, blue cheese, and chives to a medium saucepan. Place over medium heat and bring to a boil.
Once boiling, reduce the heat to medium-low and keep the sauce at a gentle simmer, whisking often, for 10-15 minutes until your desired thickness is reached.
Serve warm with your favorite steaks. Top with extra blue cheese crumbles if desired. Store leftovers in an airtight container in the fridge.