Window1.xaml

<dx:DXWindow x:Class="HighlightModifiedCells.Window1" 
        xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation" 
        xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml" 
        xmlns:dx="http://schemas.devexpress.com/winfx/2008/xaml/core"
        xmlns:dxg="http://schemas.devexpress.com/winfx/2008/xaml/grid" 
        xmlns:dxmvvm="http://schemas.devexpress.com/winfx/2008/xaml/mvvm"
        xmlns:local="clr-namespace:HighlightModifiedCells"
        Title="How to highlight modified cells" 
        Height="500" 
        Width="400">
    <dx:DXWindow.DataContext>
        <local:ViewModel/>
    </dx:DXWindow.DataContext>
    <DockPanel>
        <dxg:GridControl ItemsSource="{Binding Customers}" AutoGenerateColumns="AddNew">
            <dxmvvm:Interaction.Behaviors>
                <local:ChangedCellsHighlightBehavior HighlightBrush="LightPink"/>
            </dxmvvm:Interaction.Behaviors>
            <dxg:GridControl.Columns>
                <dxg:GridColumn FieldName="ID"/>
                <dxg:GridColumn FieldName="Name"/>
            </dxg:GridControl.Columns>
            <dxg:GridControl.View>
                <dxg:TableView AutoWidth="True"/>
            </dxg:GridControl.View>
        </dxg:GridControl>
    </DockPanel>
</dx:DXWindow>