Heat oil in a large Dutch oven set over medium heat. Add the onion, green pepper and celery and cook, stirring often, 4-5 minutes or until vegetables have softened.
Slowly add the flour to the oil while whisking continuously. Cook the flour 4-5 minutes or until it is medium brown similar to the color of milk chocolate.
Continue whisking and add the chicken broth. Once the broth is whisked in, add the salt, black pepper, Cajun spice, paprika, thyme, bay leaves and sausage.