Bring a medium saucepan of salted water to a boil. Add the gnocchi. Once the gnocchi floats to the surface, remove and place on an 8x8 baking dish. Set aside.
Preheat the oven to 350°F.
In a medium saucepan, melt the butter. Mix in the flour until it forms a paste. Whisk in the milk. Add in the cheese and mix until it has melted and the sauce has thickened.
Pour the cheese sauce over the gnocchi and bake in the preheated oven for 20 minutes.