How to Cook Steak in the Oven. Lots of people cook steak on the grill, but you can also prepare a delicious piece of steak in the oven. The key is to prepare the steak in advance and cook it at the perfect temperature. Preheat your oven to... Venison Recipes, Grilling The Perfect Steak, How To Grill Steak, Oven Baked Steak, Best Charcoal Grill, Top Sirloin Steak