Tab key while with the KeyDown event of combobox

Use the OnPreviewKeyDown event[^] of the combobox.

The tab key is handled by the form itself, not the control. Why should the control care about the tab key? What I think you want to do is handle the LostFocus event. However, if you insist on trapping the tab key here's how to do it:

On MSDN [^]

check the concept geven below Example...
public Form1()
{
InitializeComponent();

// Form that has a button on it
button1.PreviewKeyDown +=new PreviewKeyDownEventHandler(button1_PreviewKeyDown);
button1.KeyDown += new KeyEventHandler(button1_KeyDown);
button1.ContextMenuStrip = new ContextMenuStrip();
// Add items to ContextMenuStrip
button1.ContextMenuStrip.Items.Add("One");
button1.ContextMenuStrip.Items.Add("Two");
button1.ContextMenuStrip.Items.Add("Three");
}

// By default, KeyDown does not fire for the ARROW keys
void button1_KeyDown(object sender, KeyEventArgs e)
{
switch (e.KeyCode)
{
case Keys.Down:
case Keys.Up:
if (button1.ContextMenuStrip != null)
{
button1.ContextMenuStrip.Show(button1,
new Point(0, button1.Height), ToolStripDropDownDirection.BelowRight);
}
break;
}
}

// PreviewKeyDown is where you preview the key.
// Do not put any logic here, instead use the
// KeyDown event after setting IsInputKey to true.
private void button1_PreviewKeyDown(object sender, PreviewKeyDownEventArgs e)
{
switch (e.KeyCode)
{
case Keys.Down:
case Keys.Up:
e.IsInputKey = true;
break;
}
}