Place a steamer insert into a saucepan and fill with water to just below the bottom of the steamer. Bring water to a boil. Add kohlrabi, cover, and steam until tender, 20 to 25 minutes. Reserve cooking water.
Melt butter in a saucepan over medium-low heat. Whisk in flour and stir until the mixture becomes paste-like and light golden brown, about 5 minutes. Gradually whisk the kohlrabi cooking water into the flour mixture, and bring to a simmer over medium heat. Cook and stir until thickened, about 5 minutes. Add parsley. Stir in heavy cream. Add kohlrabi; season with salt and pepper.