We propose a general definition of mathematical instanton bundle with given charge on any Fano threefold extending the classical definitions on $mathbb P^3$ and on Fano threefold with cyclic Picard group. Then we deal with the case of the blow up of $mathbb P^3$ at a point, giving an explicit construction of instanton bundles satisfying some important extra properties: moreover, we also show that they correspond to smooth points of a component of the moduli space.