A roux-based sauce. Roux /ˈruː/ (also rue) is flour and fat cooked together and used as to thicken sauces. The fat is butter in French cuisine, but may be lard or vegetable oil in other cuisines. A roux is used in three of the mother sauces of classical French cooking: bechamel béchamel, sauce veloute, velouté sauce and. espagnole sauceark roux is often made with vegetable oils, which have a higher smoke point than butter, and are used in Cajun and Creole cuisine for gumbos and stews. The darker the roux, the less thickening power it has; a chocolate roux has about one-fourth the thickening power, by weight, of a white roux.