Rest the filets at room temperature for 30-45 minutes. Pat them dry. Brush both sides with a light coating of olive oil. Season with salt and pepper.
Spray the air fryer basket rack with cooking spray. Preheat the air fryer to 400°F for 5-6 minutes.
Place the filets inside the basket on top of a rack so that they don’t touch. Cook for 10-15 minutes, turning to the other side once, if necessary for crisping. This can vary by air fryer, so be sure to use a thermometer to check the internal temperature. For medium-rare, the inside should reach 130°F.
Rest the filets for 5 minutes at room temperature before enjoying.
Notes
If you need to make more than two filets, consider cooking them in batches of two unless your air fryer can comfortably accommodate all filets with room in between each.