Lumps of flour in my sauce

Once this has happened, about the only practical way to remove them is with a strainer. Of course that will remove anything else in the sauce like onions as well.

In the future, you can use better ways to thicken your sauce. See some ideas in this question, which while phrased for mushroom sauce, has a very general answer: How can I thicken my mushroom sauce?

I totally agree with @SAJ4SAJ his answer, but I would like to add that I've heard about people getting rid of the lumps of flour with an immersion blender. However, I did not do this myself. But if I ever try it, I'll update this answer.

This is not always a solution (same limits as other answers), you will destroy pieces in your sauce you do desire.

I was stuck in this position, with no strainer, blender or any other device. Instead, I used a spoon. With the spoon, I tried squashing the lumps, to the side of the pan and continued a motion. Dipping the spoon in to the middle of the sauce and bringing the back of the spoon the side. Do this for about 5 minutes and you should get most of the lumps, by using your eyes and catching as much as you can. I also add a little extra water, to help the lumps dissolve and continued to whisk and cook away. Eventually I had a very smooth and tasty sauce. It may not of been perfect but after getting rid of the largest lumps, the smaller ones soon disappeared.

If its a sauce, try using a manual food mill, it works wonders to strain soups and sauces. i have tried it, it works very well for veggies and flour if the tool is of good quality.

Chances are that you are Australian and your regular tap water is Anything above 25c in the peak of summer, of course, depending on where you live and what your water source is. Where I live, towards the end of heat waves we can get tap water getting very close to 30c (think 28 - 29 - ish). So sometimes you will still get clumps unless you add your cornflour real slow. If you are able to prepare earlier then stick some water (sealed somehow) in the fridge for a few hours. There is info all over but they call it "Making a Slurry" in cold water. This enables the Corn Flour (starch) to disperse (not dissolve) into the water without clumping. then, when you are ready you add it into the hot stuff (could be juice, stock, or water or combination) and bobs your aunt you got gravy! Woot!