The reference is regarding the scapegoat and it's place in the ceremonies of the Day of Atonement, found in Leviticus 16-
"And when he has made an end of atoning for the Holy Place, the tabernacle of meeting, and the altar, he shall bring the live goat. Aaron shall lay both hands on the head of the live goat, confess over it all the iniquities of the children of Israel, and all their transgressions, concerning all their sins, putting them on the head of the goat, and shall send it away into the wilderness by the hand of a suitable man. The goat shall bear on itself all their iniquities to an uninhabited land; and he shall release the goat into the wilderness." Lev. 16:20-22
Note that the goat is not actually killed, but instead 'carries away' the sins of Israel alive. Blood alone can wash away sins, the blood of Christ- thus the goat's blood was not shed in this regard, being unable to wash away (or receive imputation of) the sins of His people.