Preheat oven to 350 degrees F.
Spread the andouille on a baking sheet and bake for 25 minutes to render fat. Drain sausage on paper towels.
In a heavy-bottomed pot, make a roux with the flour and oil, stirring constantly, for about 15 minutes or until roux is dark brown. Add onions, bell peppers, celery and garlic. Cook, stirring often, until vegetables are wilted, about 25 minutes.
Add chicken stock, file, sausage and chicken, stirring to incorporate. Season with salt, pepper, and cayenne to taste. Bring to boil. Reduce heat to low and cook for 1 hour.
Stir in okra and cook an additional 30 minutes or just until okra is tender.
Serve over rice.