Non-toxic alternatives to lead halide perovskites are highly sought after for applications in optoelectronics. Blue-luminescent materials are especially demanded as they could be used to prepare white light-emitting diodes, with important potential applications in lighting systems. However, wide bandgap blue emitters with high photoluminescence quantum yields (PLQY) are typically more difficult to obtain as compared to green- or red-emitting ones. Here, we prepared two series of inorganic cesium copper halides, with the general formulas Cs3Cu2X5 and CsCu2X3 (X = Cl, Br, I, and mixtures thereof) by dry mechanochemical synthesis at room temperature. X-ray diffraction demonstrates quantitative conversion of binary precursors into the desired ternary structures and good halide mixing in single-phase compounds. We identified Cs3Cu2I5 as the most promising material as it maintains blue luminescence centered at 442 nm with high PLQY (>40%) after several days in air (Cs3Cu2Cl5 shows significantly higher PLQY over 80% but is unstable in air). Based on this, we fabricated homogeneous and pinhole-free Cs3Cu2I5 thin films by thermal single-source vacuum deposition. Crystalline phase and photoluminescence are maintained in the thin films, validating that these low-toxicity materials can be synthesized and processed by fully solvent-free routes for a widespread implementation in optoelectronic devices.