Blue-veined cheeses are popular for their unique characteristics. The purpose of this review is to gather and consolidate data on blue cheeses worldwide and highlight their biochemical mechanisms and nutritional benefits. This review was able to identify more than 100 types of blue cheeses and describe their composition and characteristics. Some blue cheeses are distinguished by atypical manufacturing steps that give them specific traits. The ripening of blue-veined cheeses is highlighted by the growth of Penicillium roqueforti, which leads to a cascade of biochemical reactions that determine their unique sensory characteristics. From a nutritional standpoint, these cheeses constitute a valuable source of nutrients, including minerals, proteins and vitamins. Others are a source of bioactive peptides and essential amino acids. Finally, there are several prospects for adding value to these cheeses.