In jazz and blues, a blue note (also “worried” note) is a note sung or played at a slightly lower pitch than that of the major scale for expressive purposes. Typically the alteration is a semitone or less, but this varies among performers and genres. Country blues, in particular, features wide variations from the diatonic pitches with emotive blue-notes. Blue notes are often seen as akin to relative pitches found in traditional African work songs…wiki
Other musical meanings for “blue note”..
Blue Note Records is a jazz record label, established in 1939 by Alfred Lion and Max Margulis.