Heat butter in large saucepan over medium heat. Sauté onion and celery until softened, approximately 4 minutes.
Stir in mushrooms, thyme and marjoram. Continue to stir for 10-15 minutes until mushrooms are softened. Mixture will be smoothened with flour. Stir for 2 minutes to let the flour cook.
Mix in the chicken broth. Let it simmer on medium heat for about 10-15 minutes until it reduces.
Reduce heat to low, and add heavy cream. Allow the mixture to simmer for 5 minutes more. Season the mixture with salt and pepper. Enjoy.