Look at the blade's rotation direction. The nut that holds the blade has to tighten against the rotation otherwise the saw would screw the blade right off when it's either spinning up or the blade gets stuck in the workpiece and the motor has enough power to overcome the friction in the thread (easy to do considering it's oiled).
Anyhow, it's (almost) invariably "normal" right hand (righty-tighty lefty-loosy) thread on portable hand saws. I cut a snapshot from a DeWALT DW368 instruction manual I had handy and highlighted the relevant info. Not sure about which model do you have but it's a guarantee the blade gets changed the same way. See picture attached below.
Be sure to disconnect the power cord and depress that LOCK PIN (A) before loosening the nut.