You can use Button/ImageButton or any control you want in templated field in grid view.
Suppose you are using Image button as per following , or you can change the code according to control you are using
protected void ImageButton1_Click(object sender, ImageClickEventArgs e)
{
ImageButton btn = (ImageButton)sender;
GridViewRow gvr = (GridViewRow)btn.NamingContainer;
int index = gvr.ItemIndex;
}