Choices of blue food colourants are extremely limited, with only two options in the USA, synthetic blue no. 1 and no. 2, and a third available in Europe, patent blue V. The food industry is investing heavily in finding naturally derived replacements, with limited success to date. Here, we review the complex and multifold mechanisms whereby blue pigmentation by anthocyanins is achieved in nature. Our aim is to explain how structure determines the functionality of anthocyanin pigments, particularly their colour and their stability. Where possible, we describe the impact of progressive decorations on colour and stability, drawn from extensive but diverse physico-chemical studies. We also consider briefly how this understanding could be harnessed to develop blue food colourants on the basis of the understanding of how anthocyanins create blues in nature.