In a large pot, melt the butter over medium heat. Add the onion, mushrooms, and garlic. Cook, stirring, until tender, about 5 minutes. Season with salt and pepper.
Add the flour and cook, stirring continuously, for 2 to 3 minutes. Gradually add the broth and bring to a boil, then reduce the heat to low and simmer, stirring occasionally, for 10 minutes.
Slowly stir in the cream and Worcestershire sauce and simmer for 5 minutes more, or until thickened.
