In a large mixing bowl, cream the softened butter and sugar together until well combined.
Add the flour and baking powder. Mix until the mixture resembles coarse crumbs.
In a small bowl, whisk the egg and milk together.
Pour the egg mixture into the flour mixture and stir until a soft dough begins to form.
Gently fold in the blueberries. If using frozen blueberries, add them straight from the freezer to prevent excess moisture.
Transfer the dough to a lightly floured surface and gently shape it into a circle about 1-inch thick. Cut into 6 wedges.
Line the air fryer basket with parchment paper and arrange the scones in a single layer, leaving space between them.
Air fry at 330°F (165°C) for 8 to 10 minutes, or until the tops are lightly golden and the centers are cooked through.
Remove the scones from the basket and let them cool for a few minutes before serving.