Roux is commonly used to thicken sauces like gravies, broths and cream soups, as is the case in my Salmon and Leek Pot Pie Recipe . A roux is a cooked mixture of flour and fat (typically butter). I have seen different fat-to-flour ratios used, typically a 3:2, but you can't go wrong with a 1:1 (especially if we want your sauce a bit thicker like I tend to). If after whisking in the liquid to your sauce you find that you would prefer it be thicker you can always opt for a cornstarch or arrowroot slurry. The thing with roux is that it is necessary to allow enough time for the flour to cook in order to eliminate a 'raw' flour flavor; and that just won't happen if you have already added the liquid.
To make a slurry add 1 tablespoon of cornstarch or arrowroot to a small amount of cold water, dissolve and add to sauce.
It is best to simmer your sauce before determining whether it needs to be thickened further. This is going to allow it to reduce, which both removes excess moisture through evaporation while also concentrating its flavor.
Arrowroot thickens at a lower temperature than both flour or cornstarch and therefore should be removed from heat as soon as it begins to thicken. Applying unnecessary heat will only cause the mixture to thin out.