Clean, scrub, and debeard the mussels.
Melt the butter in a saucepan. Add the flour. Stir over low heat until roux is light brown. Set aside.
Combine wine, shallots, and parsley in a large kettle and bring to a boil. Add the mussels, cover, and steam until mussels are opened. Remove the mussels and discard those that did not open.
Strain the cooking liquid, reduce to 2 cups, and blend in the roux. Add the cream and cook over low heat for about 30 minutes.
Meanwhile, remove the mussels from shells.
Season the soup to taste, then strain.
Refrigerate. To serve, ladle the cold soup over the mussels.