How to make this kind of image

You guys are awesome thanks a lot ! i'm gonna try your advices

Here you go.... this is just me playing for 5 mintues.... with the steps I mentioned above.  You can really play with it even more.  But see how I used multiple gradient layers and just changed the opacity. 

Seems like the blurring was covered.

As for the colors there are different ways this can be done.

But here is a simple way.

So let's say we just blurred a grey scale picture of clouds.   As it I am guessing you want that space.... sci fi... nebula.... look to it.

Once you blur a picture of clouds, you can create a new layer and choose select all.  You can then add a gradient to it.

You can then either.... Lower the opacity of the gradient or you can change the layer style to overlay.

Another way....

Blur a pic of clouds.  Then create a new layer... paint the colors with a soft brush in the areas you want.  Blend them slightly.  Then lower the opacity of this layer or make this layer an overlay.

There are several ways to do achieve the colors... you just have to experiment.

thank you boths for your response !

you sure about the after lens blur ? it seems a bit too much blury
i'm gonna test it thx !

ps : any ideas about how he does the color of the weapon ?

Open an image of almost anything.  It can be a still life, a city or seascape.   It doesn't matter what it is as long as you like the colors.  Copy the layer with Ctrl+J.

With Layer 2 selected, go to Filter > Blur > Lens Blur and give it a high radius.

Adjust Layer opacity as desired.

Before Lens Blur

After Lens Blur

The blur is probably gaussian blur... at least I would use one. The colour effects can be done with techniques described like here: Color Grid Photo Display Effect With Photoshop

But to be honest: there are still a lot of other methods to get those effects. I’ts quite easy to create an image like that, but it is very difficult to rebuilt it without knowing all the detailed steps the artist took to create the look and feel of the image.