MainWindow.xaml

<dx:ThemedWindow xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
                 xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
                 xmlns:d="http://schemas.microsoft.com/expression/blend/2008"
                 xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
                 xmlns:local="clr-namespace:DataGridBackground"
                 xmlns:dxg="http://schemas.devexpress.com/winfx/2008/xaml/grid"
                 xmlns:dx="http://schemas.devexpress.com/winfx/2008/xaml/core"
                 xmlns:dxmvvm="http://schemas.devexpress.com/winfx/2008/xaml/mvvm"
                 xmlns:dxe="http://schemas.devexpress.com/winfx/2008/xaml/editors"
                 DataContext="{dxmvvm:ViewModelSource Type={x:Type local:MainViewModel}}"
                 x:Class="DataGridBackground.MainWindow"
                 dx:DXSerializer.Enabled="True"
                 WindowKind="Ribbon"
                 mc:Ignorable="d"
                 dx:DXSerializer.StoreLayoutMode="All"
                 Height="530"
                 Width="725">
    <Grid>
        <Grid.ColumnDefinitions>
            <ColumnDefinition/>
            <ColumnDefinition Width="200"/>
        </Grid.ColumnDefinitions>

        <dxg:GridControl Grid.Column="0"
                         Background="{Binding SelectedColor, Converter={dxmvvm:ColorToBrushConverter}}"
                         DataAreaBackground="{Binding DataAreaSelectedColor, Converter={dxmvvm:ColorToBrushConverter}}"
                         ItemsSource="{Binding Items}"
                         AutoGenerateColumns="AddNew">
            <dxg:GridControl.View>
                <dxg:TableView EnableSelectedRowAppearance="False"/>
            </dxg:GridControl.View>
        </dxg:GridControl>
        
        <StackPanel VerticalAlignment="Top" Grid.Column="1" Margin="10">
            <TextBlock Margin="2" Text="Grid Background"/>
            <dxe:ColorEdit x:Name="colorEdit2" ShowDefaultColorButton="False" ShowNoColorButton="True"
                EditValue="{Binding Path=SelectedColor, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"/>
            <TextBlock Margin="2,20,2,2" Text="Data Area Background"/>
            <dxe:ColorEdit x:Name="colorEdit3" ShowDefaultColorButton="False" ShowNoColorButton="True"
                EditValue="{Binding Path=DataAreaSelectedColor, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"/>            
        </StackPanel>        
    </Grid>
</dx:ThemedWindow>