你可以做：

INSERT INTO users_to_groups(user_id, group_id) 
    SELECT x.user_id, x.group_id
    FROM (SELECT 1 as user_id, 'A' as group_id) x
    WHERE NOT EXISTS (SELECT 1
                      FROM users_to_users utu
                      WHERE utu.user_id_a = 2 AND
                            utu.user_id_b = 1 AND
                            utu.user_blocked = 1
                     );

如果你想的话 INSERT 只能尝试一行，如下所示：

INSERT INTO users_to_groups(user_id, group_id) 
SELECT 1,'A'
FROM dual
WHERE NOT EXISTS
    (SELECT * FROM users_to_users
     WHERE user_id_a=2 AND user_id_b=1 AND 
     user_blocked=1);

如果你想的话 INSERT 一个真实的查询结果你可以改变 SELECT 陈述你的逻辑
例如：

INSERT INTO users_to_groups(user_id, group_id) 
SELECT u.id,'A'
FROM users u
WHERE NOT EXISTS
    (SELECT * FROM users_to_users
     WHERE user_id_a=u.id AND user_id_b=1 AND 
     user_blocked=1);

但你不能用 INSERT INTO ... VALUES 与 WHERE 条件，因为您有语法错误