Beef tenderloin can be grilled. It needs to be grilled slowly over indirect heat, however, to ensure even cooking. Lean cuts are especially easy to overcook.
Seasoning, trimming and letting the meat rest at room temperature for 45 minutes prepares it for the grill. It should also be tied with twine. To ensure indirect heat, a charcoal grill should only have the coals piled to one side of it, or a gas grill should only have half the burners lit. The meat is then seared briefly over the hot side of the grill and moved to the cool side of the grill and cooked to temperature. Using a meat thermometer helps to ensure the tenderloin is not overcooked.