Blue in nature is often associated with beauty. It can be observed all around us, from captivating blue eyes to iridescent blue butterfly wings. While colours in nature are often the result of pigmentation, the majority of natural blue is produced by structural coloration. The colour of the sky, for example, is primarily caused by Rayleigh scattering. In this paper, we examine a single occurrence of blue in nature, specifically the blue appearance of veins near the surface of human skin. The most comprehensive investigation of this coloration to date showed that it arises from a combination of the scattering properties of skin and the absorptance of venous blood. However, that work only considered broad optical properties of these mediums and did not identify the source of the colour. In this paper, we employ in silico experiments, performed using first-principles light interaction models for skin and blood, to investigate the net effect of skin and vein optical properties on their aggregate reflectance across the visible range. We show that the contribution of skin to the distinct appearance of veins primarily results from Rayleigh scattering occurring within the papillary dermis, a sublayer of the skin. The results of this paper, in addition to addressing an old open scientific question, may have practical implications for performing non-invasive measurements of the physiological properties of skin and blood.