When you create the datagridview associate an event handler for its ‘EditingControlShowing’ event.

sampleDataGridView.EditingControlShowing += new DataGridViewEditingControlShowingEventHandler(DataGridViewEditingControlShowing);

And in the event handler add the selectedIndexChanged eventhandler to the combobox.

private void DataGridViewEditingControlShowing(object sender, DataGridViewEditingControlShowingEventArgs e) {     //If second column has the combobox.      if (sampleDataGridView.CurrentCell.ColumnIndex == 2)     {        sampleComboBox = e.Control as ComboBox;        if (myComboBox != null) {          sampleComboBox.SelectedIndexChanged += sampleComboBox_SelectedIndexChanged;      } }

And then, the selectedIndexChanged event would fire as expected.

private void sampleComboBox_SelectedIndexChanged(object sender, EventArgs e) {     string selectedValue = ((ComboBox)sender).SelectedValue.ToString(); }