The term sacré bleu is a dated, stereotypical French expression meant to express astonishment, shock, or amazement. In historical France, Christians were worried about people taking their lord’s name in vain. So, they proposed all kinds of alternatives to saying such expressions as Mon Dieu! (“My God!”) like morbleu and parbleu, akin to English euphemisms like golly or gosh for God.
Bleu, meaning “blue” in French, rhymes with Dieu, making it a handy way to avoid blasphemy. One of these ways to avoid explicitly swearing was sacrebleu. Typically written in French as one word and without an accent, sacrebleu is attested to as early as 1552, although it didn’t really catch on until the early 19th century. Sacré in French means “sacred,” so taken together, sacrebleu, literally means “Holy blue!” instead of sacré Dieu (“Holy God!”)
By 1805, sacrebleu, written variously as sacré bleu or sacre bleu in English, was used in writings by the British about French people. In order to show how French a person or character was, they might sprinkle in a sacré bleu as an exclamation into the text. Ironically, sacrebleu as a minced oath dropped largely out of use in French in the mid-1900s. But, that hasn’t stopped Anglophone writers from using it as a mark of stereotypical Frenchness.
You might even say that an English-speaker who says sacrebleu is a …