In Catholic churches, the most popular colours for the Advent candles are violet and rose, corresponding with the colors of the liturgical vestments for the Sundays of Advent. In the Western church, Violet is the historic liturgical color for three of the four Sundays of Advent: Violet is the traditional color of penitential seasons. Rose is the color for the Third Sunday of Advent, known as Gaudete Sunday from the Latin word meaning « to rejoice »—also from the first line of the traditional entrance prayer for the Mass of the third Sunday of Advent.
In Protestant churches it is more common to use four red candles (reflecting their traditional use in Christmas decorations) because rose vestments and decorations are not commonly used in Protestant churches. Blue is also a popular alternative color for both Advent vestments and Advent candles, especially in some Anglican and Lutheran churches. This is in keeping with the liturgical seasons; blue means hope and waiting, which aligns with the seasonal meaning of Advent.
Other variations of the Advent wreath add a white candle in the centre to symbolize Christmas, sometimes known as the « Christ candle. » It can be lit on Christmas Eve or Christmas Day. White is the traditional festal colour in the Western church.
In some Protestant churches, the candles represent hope, peace, love and joy. Often the third candle, representing love, is a different color than the other three, representing the importance of love as the greatest of all the qualities that abide eternally. (Wikipedia)