"Blues At Midnight" usually refers to a moody, late-night style of jazz and blues, with notable examples including a 2013 hard-bop album by the Eric Alexander Quartet and a 1950s track by Sun Ra. These performances are characterized by slow to mid-tempo, soulful improvisation and a, often, smoky atmosphere.
Noob's Guide to Sun Ra, 1956-1959: Before shit got too weird Blues At Midnight