To make the catfish, combine the cornmeal, flour, salt, and pepper on a plate and mix well. Dredge the catfish fillets in the mixture and place on another plate.
In a large cast-iron skillet, heat about 1/4 inch of oil over moderate heat and, in batches if necessary, fry the fillets about 5 minutes on each side or till nicely browned. Drain on paper towels.
To serve, spoon a little sauce over each fillet and serve hot.