AFAIK, no one has found a way to change the autofilter arrow colour.

If you can use programming, there's a sample file that uses a User
Defined Function and conditional formatting to colour the heading cells:

http://www.contextures.com/excelfiles.html

under the heading 'Filters' look for 'Highlight AutoFilter Headings'


Marcel Wilmink via OfficeKB.com wrote:
When Auto Filtering is on and one of the filters is active, the button's
colour is changed to blue. Often, I find it difficult to distinct this blue
colour with the black colour of an inactive filter.

Can the colour of this blue Auto Filter button be changed?



--
Debra Dalgleish
Excel FAQ, Tips & Book List
http://www.contextures.com/tiptech.html