Blue pigments are absent in Palaeolithic art. This has been ascribed to a lack of naturally occurring blue pigments or low visual salience of these hues. Using a suite of archaeometric approaches, the authors identify traces of azurite on a concave stone artefact from the Final Palaeolithic site of Mühlheim-Dietesheim, Germany. This represents the earliest use of blue pigment in Europe. The scarcity of blue in Palaeolithic art, along with later prehistoric uses of azurite, may indicate that azurite was used for archaeologically invisible activities (e.g. body decoration) implying intentional selectivity over the pigments used for different Palaeolithic artistic activities.