Mr. Blue, written in 1928, is a book by Myles Connolly about a young man named Mr. Blue. Mr. Blue disobeys the establishment but he is a fervent Roman Catholic, determined to push Christian moral principles and spiritual practices to the extreme. For Mr. Blue, Christianity is not something that is a mere moral requirement; it is the supreme joy and challenge of his life.

The narrator of the book is never named, but he is an older friend of Mr. Blue's who admires him deeply but finds him wildly imprudent, reckless and impractical. The narrator is a man of means who enjoys business and is level-headed. Mr. Blue and the narrator constantly challenge each other's values and forms of life throughout the book.

The narrator met Mr. Blue through a man named Stevens who managed a tower in New York City known as Tootsall Building. At the time, Mr. Blue was living on the roof in the open when it was not raining and otherwise in a tent. He had no money to speak of, working odd jobs to make his way. Mr. Blue, Stevens said, was the happiest man he had ever met in his life - kind to a fault, his eyes brightly shining, full of Christian zeal and eager to serve humanity in any way he could. More than this, however, Mr. Blue was a kind of artist who believed in creativity, glory and noble deeds. For him, being prudent was anti-Christian and he lived a life that attempted to prove it.

The story does not have a plot to speak of, exactly. It is mostly a character portrait that the narrator paints of Mr. Blue. The narrator explains how they met, the stories Blue told him and the lessons he learned from him. He discusses some of their encounters, Mr. Blue's disappearance, his giving away of his two million dollar fortune (in 1928 dollars) and his life on the roof of Tootsall Building. Mr. Blue was one Christian man against the world, preaching love, kindness and audacity no matter the cost.

But as time goes on, Mr. Blue becomes worried about his happiness, that he couldn't earn it if he had to and that heaven was going to exact a price. After this, he becomes even more extreme in his Christian practice. He has already made a vow of poverty but decides to live amongst the poorest of the poor, helping them to awaken their souls. He aims to create a group of 'Spies of God' dedicated to reviving love in the hearts of men. The narrator is amazed but does not believe that Mr. Blue will have success. He does have some success with a group of lumberyard men but when he tries to save one of their lives, he gets hit by a car and hospitalized. In the hospital, his admirers visit him but before he could go home he gets an embolism and dies.

The narrator is distraught, wondering why a man as good, wholesome and true as Mr. Blue would die when so many scoundrels were left alive.