Are you referring to the RadGridView or Microsoft's DataGrid?
If the question is about the RadGridView, you can use the GridViewDragDropBehavior. I am attaching a sample project that demonstrates how you can achieve the behavior.
If you referred the Microsoft's DataGrid, you can create a custom attached behavior where you can handle the DragDrop events and implement the logic you desire.
Hope this helps!
the Telerik team
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