Add CheckBox DataGridView Header

Add this class
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Public Class DGVColumnHeader
Inherits DataGridViewColumnHeaderCell
Private CheckBoxRegion As Rectangle
Private m_checkAll As Boolean = False

Protected Overrides Sub Paint(ByVal graphics As Graphics, ByVal clipBounds As Rectangle, ByVal cellBounds As Rectangle, ByVal rowIndex As Integer, ByVal dataGridViewElementState As DataGridViewElementStates, ByVal value As Object, _
ByVal formattedValue As Object, ByVal errorText As String, ByVal cellStyle As DataGridViewCellStyle, ByVal advancedBorderStyle As DataGridViewAdvancedBorderStyle, ByVal paintParts As DataGridViewPaintParts)

MyBase.Paint(graphics, clipBounds, cellBounds, rowIndex, dataGridViewElementState, value, _
formattedValue, errorText, cellStyle, advancedBorderStyle, paintParts)

graphics.FillRectangle(New SolidBrush(cellStyle.BackColor), cellBounds)

CheckBoxRegion = New Rectangle(cellBounds.Location.X + 1, cellBounds.Location.Y + 2, 25, cellBounds.Size.Height - 4)


If Me.m_checkAll Then
ControlPaint.DrawCheckBox(graphics, CheckBoxRegion, ButtonState.Checked)
Else
ControlPaint.DrawCheckBox(graphics, CheckBoxRegion, ButtonState.Normal)
End If

Dim normalRegion As New Rectangle(cellBounds.Location.X + 1 + 25, cellBounds.Location.Y, cellBounds.Size.Width - 26, cellBounds.Size.Height)

graphics.DrawString(value.ToString(), cellStyle.Font, New SolidBrush(cellStyle.ForeColor), normalRegion)
End Sub

Protected Overrides Sub OnMouseClick(ByVal e As DataGridViewCellMouseEventArgs)
'Convert the CheckBoxRegion
Dim rec As New Rectangle(New Point(0, 0), Me.CheckBoxRegion.Size)
Me.m_checkAll = Not Me.m_checkAll
If rec.Contains(e.Location) Then
Me.DataGridView.Invalidate()
End If
MyBase.OnMouseClick(e)
End Sub

Public Property CheckAll() As Boolean
Get
Return Me.m_checkAll
End Get
Set(ByVal value As Boolean)
Me.m_checkAll = value
End Set
End Property
End Class
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On Your code write
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For i As Integer = 0 To grdViev.Columns.Count - 1
Dim DGV As New DGVColumnHeader
grdViev.Columns(i).HeaderCell = DGV

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