We present a study of the spectral linewidth of collimated blue light (CBL) that results from wave mixing of low-power cw laser radiation at 780 nm and 776 nm in Rb vapours. Using a high-finesse Fabry-Perot interferometer the spectral width of the CBL is found to be less than 1.3 MHz for a wide range of our experimental conditions. We also demonstrate that the measured linewidth is mainly limited by the temporal coherence of the applied laser fields rather than laser light intensities and the atomic medium itself.