Marie,
 
I'll add a little more information about bee's blood besides what others have
already said.  Yes, bees have blood, and it is called haemolymph, like they
have said.  The reason human's blood is red is that it is iron-based.  Insect
blood is "green" because instead of iron-based, it is copper-based.  The
haemolymph bathes the body tissues, washing around them, and it circulates
from the back to the front by way of a structure that pumps it, like a heart.
It is a long organ, like a blood vessel with valves, and it pumps the blood
from the back to the front where it comes out over the insect's brain, and
then washes back through the body cavity.  There are organs where it will pick
up oxygen and nutrients and eliminate wastes as it circulates from the front to
the back and then to the front again.  The insect's "heart" runs along the top
of the insect's back.  It is not in the center of the body.  So instead of
having blood vessels, the blood just washes through the body cavity.  They have
a heart (but not like ours) and no blood vessels.
 
Layne Westover
College Station, Texas