The answers mentioning Rayleigh's scattering and Mie Scattering to explain the sandy color of martian sky are correct. But the statement that sky is not blue on mars is not entirely true. read more
But the statement that sky is not blue on mars is not entirely true. The general color of the sky on mars is "butterscotch", resembling a shade like this: But, lets not forget the fact the water does not exist only in liquid form on mars. read more
On Earth our own atmosphere scatters blue light creating the red and orange shades that light up the sky at sun down. It is not the first time Nasa has shown the world what a sunset on Mars would look like and it released a longer video in 2010. read more