Bright colouration in animals has long attracted the attention of physicists, chemists and biologists. As such, studies on the functions of colours are interdisciplinary, focusing on the mechanisms of colour production and maintenance, the physical and chemical properties of the colour-producing elements, and visual systems and behaviour of potential receivers. Blue colouration has received a large share of research attention and is fascinating for several reasons: blue has been attributed to a very broad range of functions, blue is achieved by a great variety of mechanisms (although their production and maintenance costs are currently unclear), and the blue part of the spectrum (450–490 nm) can be perceived by most taxa. This review explores the breadth of studies that propose a function for blue colouration. In so doing, it discusses the diversity of ways in which blue colours are produced both as pigments and structural colours, and that blue visual pigments are common across a broad range of taxa. This analysis of the current literature emphasizes the importance of multidisciplinary hypothesis testing when attempting to elucidate the function of colours, the need for manipulative over correlative evidence for the function of colours, and, as colour research becomes evermore interdisciplinary, the need for well-defined consistent terminology.