Do all Siamese cats have blue eyes?

Yes, all purebred Siamese cats have blue eyes. It’s one of their defining features. The blue eye color comes from the same temperature-sensitive albinism gene that gives them their signature point coloration (darker fur on the face, ears, paws, and tail).
This gene limits pigment in the eyes as well as the fur, so instead of developing the full range of eye colors other cats might have, Siamese cats end up with those clear, striking blue eyes. The exact shade can vary from pale to deep sapphire. But if a cat doesn’t have blue eyes, it’s not a true Siamese, at least not by breed standard, that certainly doesn’t take away from the fact that they can still be just as wonderful a pal.