The new and distinct cultivar of ornamental, hardy, Russian Sage plant, Perovskia ‘Blue Jean Baby’ with short, dense habit of strong erect stems that remain upright through the growing season. The new plant is vigorous with many large, densely-arranged lavender-blue flowers on branched stems. Foliage is silvery-green, highly-dissected, pinnately-compound with crenate margins and is retained well and keeps its leaves throughout the growing season.