The deformation of the cubic blue phase I along the field changes from dilatation to compression or vice versa when the electric field vector is rotated from one crystallographic direction to another. This phenomenon is termed anomalous electrostriction and together with topology of phase diagrams of the blue phases awaits elucidation. Standard theory of blue phases is not able to explain these observations. Following the experiments of Pieranski et al. we generalized the standard theory by incorporating a nonlinear dielectric susceptibility tensor (NDS). It is shown that the distortion of the cubic blue phase I in the presence of the NDS may display the anomalous electrostriction, in accordance with experiment. These results seem to indicate that nonlinear susceptibility tensor is a relevant order parameter for the blue phases.