Natural blue food colourant is rare. The aim of this work was to screen compounds from the common copigments that could improve the blue tones of anthocyanins (ACNs) and to investigate the effect of different copigments on the colour stability of anthocyanins in neutral species. International Commission on Illumination (CIE) colour space, UV, IR, NMR, atomic force microscopy (AFM) and computational chemistry methods were utilised to evaluate ACNs from Lycium ruthenicum Murr. (LR), which is complexed with food additives and biological agents. The results indicate that Pro−Xylane (PX), Ectoin (ECT) and dipotassium glycyrrhizinate (DG) enhance the blue colour of the ACNs. ACNs−PX presents a colour close to Oxford Blue and has a surface height of 2.13 ± 0.14 nm and slightly improved stability. The half−life of ACNs−DG is improved 24.5−fold and had the highest complexation energy (−50.63/49.15) kcal/mol, indicating hydrogen bonds and π−π stacking forces enhance stability. These findings offer a new perspective for anthocyanin utilisation as a blue colourant and contribute to the large−scale application of LR.