Blood is a liquid connective tissue. It is so because of the following reasons:
All the connective tissues originate from the mesodermal layer of the embryo. Blood also originates from mesoderm and so it is a connective tissue.
Blood connects different organs of our body together bringing the oxygen needed by them, nutrients, hormones and other signaling molecules, and removing the waste.
Similar to other connective tissues it is rich in fibers like collagen fibers and blood clotting fibers.