Closed for the season. The Blu Pool at Horseshoe Las Vegas is located Center Strip where all the action is at Blu Pool at Horseshoe features a large main pool, cabanas, contemporary music and delicious frozen cocktails. Surrounded by lush palm trees, this is the perfect place to lose track of the day. Lounge and mingle on a sunny lounge chair, daybed, or book a private cabana for some space of your own at one of the best pools on the Las Vegas Strip.