When you smash a bug or other insect it may seem like the bug has blood like us humans because you can see a red fluid coming out of the bugs body.
However the red fluid is not actually blood as in the same type of blood like us humans have in our bodies.
Instead the red fluid you see after squashing a bug or other insect is what's known as lymphatic fluid.
Unlike human blood where the blood transports oxygen the fluid in bugs doesn't transport oxygen through the body.
And since the fluid in the bugs doesn't transport oxygen through the bugs system the bugs blood has no red blood cells.