In March 1940, Wassily Kandinsky painted Sky Blue in Paris, where he was facing the 3rd war of his lifetime. He had moved to France in 1933 and later declared "Paris with its wonderful (intense soft) light has relaxed my palette - there were other colors (...) new forms". The forms were inspired by images from scientific journals (shapes of embryos, plankton). He was fascinated by the mystery of creation of life. In the midst of WWII, he painted a universe of life, wishing to bring serenity and peace.

The Chagalls had met the Kandinsky for Valentine's day on the Champs Elysees. It is likely one of their last meeting before they all left Paris in May 1940.

Chagall emigrated to the USA supported by Alfred Barr but Kandinsky chose to stay in France.

Paul Klee, who had taken refuge in Switzerland, was a close friend. His comment is based on his quote "Art should be like a holiday: something to give a man the opportunity to see things differently and to change his point of view”

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Sources:

Kandinsky in Paris 1934-1944, exh. cat., New York: Solomon R. Guggenheim Museum, 1985