Preheat the air fryer to 375 degrees. Toss Brussel sprouts with olive oil and sprinkle with a little salt and pepper. Place in preheated air fryer. Air fry for 5 minutes. Shake to toss around the sprouts and air fry for a few more minutes until crispy and slightly charred, about 3 minutes.
Remove from air fryer. Drizzle with buffalo sauce and sprinkle with blue cheese crumbles. Serve immediately.