What insect is blue?

horseshoe crabs do indeed have blue blood, this is because the protein that carries oxygen in their blood is haemocyanin. This protein is a pigment like the haemoglobin in our blood, but instead of using iron to carry the oxygen it uses copper. When iron is oxidised it goes red (hence our red blood) and when copper is oxidised it goes greeny blue (hence the blue blood).

horseshoe crab is the animal that has blue blood,,,..but i have no idea of insects having blue blood^_^

All those animals that have haemocyanin as the respiratory pigment have their blood blue when oxygenated. Haemocyanin is the respiratory pigment akin to haemoglobin but hemocyanin has copper as the cofactor instead of iron which you find in haemoglobin.

Animals belonging to class crustacea and those belonging to phylum Mollusca have hemocyanin, and hence they have blue blood.

Some notable crustaceans are crabs, lobsters, shrimps.

Some notable mollusks include Snails, whelks. mytilus, oysters, chitons, squids, sepia, octopus.

Limulus, called a horseshoe crab, also has hemocyanin.