These blue clouds on Mars are from a photo taken by Pathfinder.
They might be water ice, or they might be CO2 ice.
From Anthony Colaprete and Owen B. Toon, Carbon dioxide clouds in an early dense Martian atmosphere. JOURNAL OF GEOPHYSICAL RESEARCH, VOL. 108, NO. E4, 5025, doi:10.1029/2002JE001967, 2003
Clancy and Sandor  have also suggested that the blue colored
clouds observed by the Imager for Mars Pathfinder (IMP) were composed
of carbon dioxide. The color of the clouds, they argued, is the result
of scattering from small (0.1–0.3 mm) CO2 ice particles with particle
concentrations on order of 100 cm3, forming at altitudes between 60
and 80 km.
Probably either way the blue color is not intrinsic to the composition but is due to Rayleigh scatter of light, the same as in Earth's blue sky. But blue clouds are possible.
Here is a zanier proposal: glowing clouds.
We know that noble gases can glow if they are charged under the right circumstances. These are gas-discharge lamps of which neon is the most familiar. There is not neon in Earth's atmosphere but there is some argon.
Imagine now a world where the atmosphere had a lot of a noble gas. A thunderhead contains a lot of charge and sometimes these flicker with internal lightning. If a charged cloud (water, dust or otherwise) were in an atmosphere with a noble gas, maybe that charged cloud would glow like a neon or argon light, in the color characteristic of that gas.