In the book I am reading (H.G. Wells' The Invisible Man), a man was shot and the scene was being described, then I met the following sentence:

Adye leapt backwards, swung around, clutched at this little object, missed it, threw up his hand and fell forward on his face, leaving a little puff of blue in the air.

Adye is a policeman and was shot by the invisible man while trying to take a gun from him.

What does 'leaving a little puff of blue in the air' mean?