Blue Sky Gallery was first located on Holly Street in the Shandon area of Columbia. It soon moved to Charleston, where it was known as 'Charleston Gallery' and offered modern lithographs by a number of artists, in addition to Blue Sky's work. After Hurricane Hugo, the gallery moved to Columbia, where it opened in Five Points in 1989. The name was then changed to 'Blue Sky Gallery' to better reflect its business: the gallery now sells paintings and prints by Blue Sky exclusively, and offers exotic art objects from around the world.

In early 2003, the gallery moved from its location next to Wachovia to its current location, next to Revente. Across the street from the Gourmet Shop, paintings by Blue Sky are clearly visible day and night, illuminated in the gallery's large windows.