Obviously, in the Star Wars universe, red lightsabers are necessarily associated with the Sith. Which leads us to ask ourselves a question: are there any Sith who have a lightsaber of a different color than the traditional red sabers? Well yes:
Red lightsabers and the Sith
In the Star Wars canon, red lightsabers are directly associated with the dark side of the Force and the Sith. These warlike warriors, who serve the dark side of the Force, are therefore easily identifiable thanks to their red lightsabers. A canon that was created with the very first Star Wars, when viewers were introduced to the mighty Darth Vader in A New Hope in 1977. Since then, red lightsabers have been the trademark of the Sith throughout the entire Star Wars universe, from films to series, comics, novels and video games.
However, the various novels and comics published before 1999 (release date of The Phantom Menace) were more flexible with the meaning of lightsabers. Indeed, these publications, which today belong to the Star Wars Legends universe, liked to take liberties with the canon established by George Lucas.
Exar Kun Had
So, in the Legens universe, some Sith have a weapon with a different color than the traditional red lightsabers. The best example of this anomaly is Exar Kun Had. The latter was a former Jedi Knight who fell to the dark side of the Force. He turned against the Republic and the Jedi Order during the Sith Wars. However, Exar Kun Had's blade remained blue. It should also be noted that Exar Kun Had is the first Sith to wield a dual blade in Star Wars continuity. The opposite is sometimes also true since Lea had, for a time, a red lightsaber, before Luke built her a new weapon.
But if Exar Kun Had exists in the Legends universe, the Star Wars canon has yet never featured a Sith wielding a lightsaber of a color other than red lightsabers.