A key method to produce trapped and laser-cooled molecules is the magneto-optical trap (MOT), which is conventionally created using light red detuned from an optical transition. In this work, we report a MOT for CaF molecules created using blue-detuned light. The blue-detuned MOT (BDM) achieves temperatures well below the Doppler limit and provides the highest densities and phase-space densities reported to date in CaF MOTs. Our results suggest that BDMs are likely achievable in many relatively light molecules including polyatomic ones, but our measurements suggest that BDMs will be challenging to realize in substantially heavier molecules due to sub-mK trap depths. In addition to record temperatures and densities, we find that the BDM substantially simplifies and enhances the loading of molecules into optical tweezer arrays, which are a promising platform for quantum simulation and quantum information processing. Notably, the BDM reduces molecular number requirements ninefold compared to a conventional red-detuned MOT, while not requiring additional hardware. Our work therefore substantially simplifies preparing large-scale molecular tweezer arrays, which are a novel platform for simulation of quantum many-body dynamics and quantum information processing with molecular qubits.