In Telerik:RadGrid , ASP.NET , Web,
<ClientSettings EnablePostBackOnRowClick="true">
<Selecting ColumnClick="true" />
</ClientSettings>
protected void RadGrid_ItemConmmand(object source, GridCommandEventArgs e)
{
if (e.CommandName == "ColumnClick")
{
var text = "";
text += "Column was clicked";
text += ", Index: " + eventArgs.get_gridColumn().get_element().cellIndex;
alert(text);
}