Oxygen requirements have played a major role in determining both the composition of blood and the architecture of the circulatory system. In some simple animals, including small worms and mollusks, transported oxygen is merely dissolved in the plasma. Larger and more-complex animals, which have greater oxygen needs, have pigments capable of transporting relatively large amounts of oxygen. The red pigment hemoglobin, which contains iron, is found in all vertebrates and in some invertebrates. In almost all vertebrates, including humans, hemoglobin is contained exclusively within the red cells. Hemocyanin, a copper-containing protein chemically unlike hemoglobin, is found in some crustaceans Hemocyanin is bluish-green in colour when oxygenated and colourless when oxygen is removed.

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Coming back to your question, the cephalapods like - squids, octupus are carnivores. Cephalopods use hemocyanin rather than hemoglobin to transport oxygen throughout its body, Because these animals use hemocyanin, their blood is colorless when deoxygenated and changes blue when it gets in contact with air


So, no there is no animal which has blue blood running in its veins.