  The optical conductivity spectra of quasi-one dimensional compounds
K$_{0.3}$Mo$_{1-x}$W$_x$O$_3$ (x=0, 0.03 and 0.15) have been studied over broad
frequencies. While the dc resistivity measurements indicate no sign of CDW
transition in heavily W-doped blue bronze, the optical conductivity spectra
still show a single particle gap at around 0.2 eV for \textbf{E} parallel to
the chain direction. Such impurity effect challenges our understanding about
the occurrence of the optical gap with the CDW transition.
