That would be part of the theme - in GTK, this is the menubar and toolbar.
You can make adjustments to the CSS in the Ambiant-MATE theme:
sudo pluma /usr/share/themes/Ambiant-MATE/gtk-3.0/gtk-widgets.css
(Bearing in mind editing it there may get overwritten when the ubuntu-mate-artwork package is updated)
See here on how to use the GTK inspector - this should help identify colours of the theme you may be wanting to change. This uses the toolbar background as an example:
(Caja is a funny one to inspect, as technically the process is already running)