Pam, The long answer: Cockroach blood is not red because they do not use hemoglobin to carry oxygen. In fact their bloodstream is not used to carry oxygen either. They use a system of pipes called tracheae to bring the oxygen and remove carbon dioxide from their tissues. As a result other factors determine the blood color. Male cockroaches have relatively colorless blood. Larval females have colorless blood. Only adult females which are producing eggs have a slightly orange blood because of the protein vitellogenin which is made in the cockroach liver (its fat body) and transported through the blood to the ovary. This protein like chicken yolk is orange because it carries a carotenoid, which is a vitamin A like molecule needed by embryos to develop normally. The short answer: Cockroach female adult blood is occasionally orange. All other cockroach blood is colorless.