Preheat oven to 400°F (200°C). Line a baking sheet with parchment paper.
Pat salmon fillets dry and place them on the prepared baking sheet.
Drizzle with olive oil and rub evenly with Cajun seasoning, salt, and pepper.
Bake for 12–15 minutes, or until the salmon flakes easily with a fork and reaches an internal temperature of 145°F (63°C).
While the salmon bakes, blend avocado, lime juice, Greek yogurt, garlic, and salt until smooth and creamy.
Serve the baked salmon topped with the avocado lime sauce. Garnish with fresh cilantro if desired.