The Blues scale has a note that doesn't exist in Western classical theory

The 'blue note' — typically a flattened third, fifth, or seventh in a scale — is played or sung slightly below the standard pitch of the Western equal-tempered scale, occupying a microtonal space between two notes. This is why blues and jazz, when transcribed, lose something: notation cannot capture a sound between the piano keys. The blue note originated in African musical traditions that used scales with different microtonal intervals from those systematised in European music. When enslaved Africans in America melded their musical heritage with European instruments and harmonies, the tension between the systems produced the blues.

Source: Gioia, The History of Jazz (1997)