Kandinsky had a very special attachment to blue, and what he said about it in On the Spiritual in Art brings us somewhat closer to the feeling that he must have had when painting Improvisation 19:

"Blue is the truly celestial color. It creates an atmosphere of calmness—not like green, which represents an earthly self-satisfied stillness; it creates a solemn, super- natural depth. When leaning toward black it sounds like a suprahuman tragedy— wie aussermenschliche Trail- er.... Speaking in musical terms, light blue is like a flute, dark blue like a violoncello, still darker it is like the wonderful sounds of a contrabass, and in a deep and solemn shade the sound of blue resembles the sound of an organ..."