The event CellContentClick() can be used to identify which column(cell) is clicked by the user. See the following example,
private void GridViewUpdataedConstituents_CellContentClick(object sender, DataGridViewCellEventArgs e)
{
iSelectedGridIndex = gridView1.CurrentCell.ColumnIndex;
txtSelectedValue.Text = gridView1.CurrentCell.Value.ToString();
}
The event CellContentClick() is belongs to DataGridView. You can get this event by simply double click on any DataGridView on Windows form.