Metal halide perovskites have excellent optical and electrical properties and can be easily processed via low-cost solution-based techniques like blade-coating and inkjet printing, promising a bright future for various optoelectronic applications. Recently, encouraging progress has been made in perovskite light-emitting diodes (PeLEDs). Green, red, and near-infrared PeLEDs have achieved high external quantum efficiencies of more than 20%. However, as historically blue electroluminescence remains challenging in all previous LED technologies, we are witnessing a similar case with the development of blue PeLEDs, an essential part of displays and solid-state lighting, which lag far behind those of their counterparts. Herein, we review the recent progress of blue PeLEDs and discuss the main challenges including colour instability, poor photoluminescence efficiency and emission quenching by interlayers. Future directions are provided to facilitate the development of efficient blue PeLEDs.