Form1.cs

using System;
using System.Drawing;
using System.Collections;
using System.ComponentModel;
using System.Windows.Forms;
using System.Data;

using System.Reflection;
using DevExpress.XtraGrid;
using DevExpress.XtraGrid.Columns;
using DevExpress.XtraGrid.Views.Base;
using DevExpress.XtraGrid.Views.Grid;
using DevExpress.XtraGrid.Views.Grid.ViewInfo;
using DevExpress.XtraGrid.Views.Grid.Drawing;
using DevExpress.XtraGrid.Helpers;
using DevExpress.XtraEditors;

namespace CellBorder
{
	/// <summary>
	/// Summary description for Form1.
	/// </summary>
	public class Form1 : System.Windows.Forms.Form {
		private DevExpress.XtraGrid.GridControl gridControl1;
		private DevExpress.XtraGrid.Views.Grid.GridView gridView1;
		/// <summary>
		/// Required designer variable.
		/// </summary>
		private System.ComponentModel.Container components = null;

		public Form1() {
            //
            // Required for Windows Form Designer support
            //
			InitializeComponent();

			//
			// TODO: Add any constructor code after InitializeComponent call
			//
		}

		/// <summary>
		/// Clean up any resources being used.
		/// </summary>
		protected override void Dispose( bool disposing ) {
			if( disposing ) {
				if (components != null) {
					components.Dispose();
				}
			}
			base.Dispose( disposing );
		}

		#region Windows Form Designer generated code
		/// <summary>
		/// Required method for Designer support - do not modify
		/// the contents of this method with the code editor.
		/// </summary>
		private void InitializeComponent() {
            this.gridControl1 = new DevExpress.XtraGrid.GridControl();
            this.gridView1 = new DevExpress.XtraGrid.Views.Grid.GridView();
            ((System.ComponentModel.ISupportInitialize)(this.gridControl1)).BeginInit();
            ((System.ComponentModel.ISupportInitialize)(this.gridView1)).BeginInit();
            this.SuspendLayout();
            // 
            // gridControl1
            // 
            this.gridControl1.Dock = System.Windows.Forms.DockStyle.Fill;
            this.gridControl1.EmbeddedNavigator.Name = "";
            this.gridControl1.Location = new System.Drawing.Point(0, 0);
            this.gridControl1.MainView = this.gridView1;
            this.gridControl1.Name = "gridControl1";
            this.gridControl1.Size = new System.Drawing.Size(476, 293);
            this.gridControl1.TabIndex = 0;
            this.gridControl1.ViewCollection.AddRange(new DevExpress.XtraGrid.Views.Base.BaseView[] {
            this.gridView1});
            // 
            // gridView1
            // 
            this.gridView1.GridControl = this.gridControl1;
            this.gridView1.Name = "gridView1";
            this.gridView1.CustomDrawCell += new DevExpress.XtraGrid.Views.Base.RowCellCustomDrawEventHandler(this.gridView1_CustomDrawCell);
            // 
            // Form1
            // 
            this.AutoScaleBaseSize = new System.Drawing.Size(5, 13);
            this.ClientSize = new System.Drawing.Size(476, 293);
            this.Controls.Add(this.gridControl1);
            this.Name = "Form1";
            this.Text = "Form1";
            this.Load += new System.EventHandler(this.Form1_Load);
            ((System.ComponentModel.ISupportInitialize)(this.gridControl1)).EndInit();
            ((System.ComponentModel.ISupportInitialize)(this.gridView1)).EndInit();
            this.ResumeLayout(false);

		}
		#endregion

		/// <summary>
		/// The main entry point for the application.
		/// </summary>
		[STAThread]
		static void Main() {
			Application.Run(new Form1());
		}

		private void Form1_Load(object sender, System.EventArgs e) {
			new DevExpress.XtraGrid.Design.XViewsPrinting(gridControl1);
		}

		private void gridView1_CustomDrawCell(object sender, DevExpress.XtraGrid.Views.Base.RowCellCustomDrawEventArgs e) {
			GridView view = sender as GridView;
			if(e.Column == view.FocusedColumn && e.RowHandle == view.FocusedRowHandle) {
                CellDrawHelper.DoDefaultDrawCell(view, e);
                CellDrawHelper.DrawCellBorder(e);
				e.Handled = true;
			}
		}
	}

    public static class CellDrawHelper {
        public static void DrawCellBorder(DevExpress.XtraGrid.Views.Base.RowCellCustomDrawEventArgs e) {
            Brush brush = Brushes.Black;
            e.Cache.FillRectangle(brush, new Rectangle(e.Bounds.X - 1, e.Bounds.Y - 1, e.Bounds.Width + 2, 2));
            e.Cache.FillRectangle(brush, new Rectangle(e.Bounds.Right - 1, e.Bounds.Y - 1, 2, e.Bounds.Height + 2));
            e.Cache.FillRectangle(brush, new Rectangle(e.Bounds.X - 1, e.Bounds.Bottom - 1, e.Bounds.Width + 2, 2));
            e.Cache.FillRectangle(brush, new Rectangle(e.Bounds.X - 1, e.Bounds.Y - 1, 2, e.Bounds.Height + 2));
        }

        public static void DoDefaultDrawCell(GridView view, RowCellCustomDrawEventArgs e) {
            e.Appearance.FillRectangle(e.Cache, e.Bounds);
            ((IViewController)view.GridControl).EditorHelper.DrawCellEdit(new GridViewDrawArgs(e.Cache, (view.GetViewInfo() as GridViewInfo), e.Bounds), (e.Cell as GridCellInfo).Editor, (e.Cell as GridCellInfo).ViewInfo, e.Appearance, (e.Cell as GridCellInfo).CellValueRect.Location);
        }
    }
}