According to the OED:
- The word "chromatic" has been applied to music with lots of accidentals since at least the 17th century.
- In the 19th century, a "blue note" was one that was incorrect; starting around the time of the First World War, this came to be applied to the "seemingly incorrect" flatted notes in jazz and blues.
Is it just a coincidence that these are both color metaphors, or did the one derive from the other?