In this legendary ocean, it is said that there are fishes from each of the four seas, and to have such a resource at one's disposal is the ultimate dream of every chef. Sanji strives to find this ocean of dreams. It is said that All Blue is found in the Grand Line. Zeff saved Sanji when he realized that they had the same dream of going to All Blue.
During Sanji's cooking battle in a Loguetown Arc filler episode, it was mentioned that some fishes that should not exist in the East Blue were found, which made Sanji certain that All Blue exists. In a Water 7 filler episode, Sanji finds another hint of the All Blue's existence. Salt is brought by the Aqua Laguna from all the seas and Sanji compares it to the All Blue. It is shown to be such a good seasoning that a small amount in food is enough to outclass even his own cooking.