* Dust: Mars has a dusty atmosphere. This dust scatters sunlight, but it scatters longer wavelengths (red and orange) more effectively than shorter wavelengths (blue). This means the sky during the day is often a pinkish-red color.
* Sunset: As the sun sets, the light has to travel through more of the Martian atmosphere. This means even more red and orange light gets scattered away. The blue light, which has been scattered less, becomes more prominent.
So, the sky on Mars at sunset is actually a pale blue, often described as "azure" or "turquoise". It's a beautiful sight, but a much subtler blue than we see on Earth.
