// Enter the following code in the TDBGrid's OnDrawDataCell event:

Procedure TForm1.DBGrid1DrawDataCell(Sender: TObject; const Rect: TRect;
Field: TField; State: TGridDrawState);
begin
  If gdFocused in State then
    with (Sender as TDBGrid).Canvas do
    begin
      Brush.Color := clRed;
      FillRect(Rect);
      TextOut(Rect.Left, Rect.Top, Field.AsString);
    end;
end;

// Set the Default drawing to true. With this, it only has to draw the
// highlighted cell. If you set DefaultDrawing to false, you must draw all
// the cells yourself with the canvas properties.