I know that veins carry oxygen.
Veins look blue because the oxygen-depleted blood in them is blue.
Is this true??
Well, even though most people presume that it appears blue (reference) is due to the blood being deoxygenated, it is actually not the truth because blood is never blue whether it is deoxygenated or not. In a paper by Dr Alwin Kienle titled Why do veins appear blue? A new look at an old question, the authors measured how much light of various wavelengths was reflected from both real blood vessels in skin and imitation vessels in a skin-like environment. The synthetic vessel (which was a capillary tube filled with blood and placed in a milky substance with optical properties similar to skin) allowed the authors to experiment with a variety of parameters (particularly vessel depth and diameter), and they were then able to validate their results by taking measurements on actual vessels in skin. They eventually came to the conclusion that the optical properties of skin and blood is what makes the veins appear blue.
I quote from the paper as to the reason of blood appearing blue.
So in short, the blue appearance could be attributed more to the location of the vein than just the deoxygenation.