Direct laser cooling of molecules has reached a phase-space density exceeding 10^{-6} in optical traps but with rather small molecular numbers. To progress toward quantum degeneracy, a mechanism that combines sub-Doppler cooling and magneto-optical trapping would facilitate near unity transfer of ultracold molecules from the magneto-optical trap (MOT) to a conservative optical trap. Using the unique energy level structure of YO molecules, we demonstrate the first blue-detuned MOT for molecules that is optimized for both gray-molasses sub-Doppler cooling and relatively strong trapping forces. This first sub-Doppler molecular MOT provides an increase of phase-space density by 2 orders of magnitude over any previously reported molecular MOT.