In VB.net use for the Sub:
Private Sub dgv_MouseUp(ByVal sender As Object, ByVal e As System.Windows.Forms.MouseEventArgs) Handles dgv.MouseUp
' deselezionare se click su vuoto
If e.Button = MouseButtons.Left Then
' Check the HitTest information for this click location
If Equals(dgv.HitTest(e.X, e.Y), DataGridView.HitTestInfo.Nowhere) Then
dgv.ClearSelection()
dgv.CurrentCell = Nothing
End If
End If
End Sub