In a large pot, brown the smoked sausage over medium heat. Drain off any fat and put sausage on a plate lined with paper towels.
Combine the olive oil and flour and cook over medium heat until the roux turns a light chocolate brown color, stirring constantly.
Add the onion and pepper and cook for 2 minutes.
Add the garlic and cook for another minute.
Add the sausage, broth, tomatoes, okra, thyme, bay leaves and cayenne and simmer over low heat for 45 minutes.
Add the chicken and cook for 5 minutes or until warmed through.
Add the file powder and salt and pepper. Remove the bay leaves.
Serve over rice.