The challenge flag in Roblox Minesweeper is red. The clearest supporting source describes the flags as “a red flag,” and the challenges page notes there is a special flag for completing challenges.

Quick note

If you meant a different Roblox Minesweeper game or a specific challenge reward, the flag color can vary by game version or creator design. In the commonly referenced BLockerman’s Minesweeper, the flag tied to challenges is red.