Colour is not just a pigment. Each colour has always had a symbolic meaning, different in different epochs and cultures.

The Lamentation over the Dead Christ, Sandro Botticelli, 1499 - 1500, From the collection of: Museo Poldi Pezzoli
Red is the colour of love both sacred and profane, Red are the clothes of Saint John the Evangelist, the beloved apostle. Red is Christ’s cloak, given him by the soldiers in mockery during his Passion.
Saint John the Baptist, Lucas Cranach the Elder, 1550 - 1552, From the collection of: Museo Poldi Pezzoli
The Madonna of Humility with Musician Angels, Zanobi Strozzi, 1448 - 1450, From the collection of: Museo Poldi Pezzoli
Blue is not one of the liturgical colours of the Church. For its connection with the sky and the supernatural, since the 12th century it has become the colour of the Virgin’s mantle. Red and blue are the traditional colours of Mary’s clothes. 
The Virgin and Child, Andrea Mantegna, 1490 - 1500, From the collection of: Museo Poldi Pezzoli
The Madonna del Latte, Ambrogio da Fossano, called Il Bergognone, around 1485, From the collection of: Museo Poldi Pezzoli
The Virgin and Child with the Lamb, Cesare da Sesto, circa 1515, From the collection of: Museo Poldi Pezzoli
The Rest on the Figlht into Egypt, Andrea Solario, 1515, From the collection of: Museo Poldi Pezzoli
Saint Anthony of Padua, Bernardino Zenale, 1502-1507 circa, From the collection of: Museo Poldi Pezzoli

White is associated to symbols of purity as the lily and the dove.

The Annunciation with Saint Lazarus and Antony Abbot, Catherine of Alexandria and Chiara, Anthony of Padua and John The Baptist, Francis and Jerome, Master of Saint John the Evanglist (attributed to), 1490 - 1500, From the collection of: Museo Poldi Pezzoli
Saint Nicholas of Tolentino, Piero della Francesca, 1454-1469, From the collection of: Museo Poldi Pezzoli

Starting from the 9th century, black, the colour of humility and penitence has become the colour of ecclesiastical robes. Afterwards, black will become the colour of elegant and expensive clothes worn by kings, princes and noblemen. It will remain fashionable until mid-17th century.

The Knight in Black, Giovanni Battista Moroni, 1567, From the collection of: Museo Poldi Pezzoli
Portrait of a Jesuit Missionary, Jusepe de Ribera called Lo Spagnoletto, 1638, From the collection of: Museo Poldi Pezzoli
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