The familiar yellow or orange disks of the moon and sun, especially when they are low in the sky, and brilliant red sunsets are a result of the selective extinction (scattering plus absorption) of blue light by atmospheric gas molecules and small aerosols, a phenomenon explainable using the Rayleigh scattering approximation. On rare occasions, dust or smoke aerosols can cause the extinction of red light to exceed that for blue, resulting in the disks of the sun and moon to appear as blue. Unlike Earth, the atmosphere of Mars is dominated by micron-size dust aerosols, and the sky during sunset takes on a bluish glow. Here we investigate the role of dust aerosols in the blue Martian sunsets and the occasional blue moons and suns on Earth. We use the Mie theory and the Debye series to calculate the wavelength-dependent optical properties of dust aerosols most commonly found on Mars. Our findings show that while wavelength selective extinction can cause the sun's disk to appear blue, the color of the glow surrounding the sun as observed from Mars is due to the dominance of near-forward scattering of blue light by dust particles and cannot be explained by a simple, Rayleigh-like selective extinction explanation.