When clicking a row in DevExpress XtraGrid, the following steps must be taken to select only the cell that cursor is on.

• 1 - "Run Designer" opens.
• 2 - Select "Views" from the left panel.
• 3 - Select "CellFocus" from the "FocusRectStyle" property on the right panel.

An example of setting it as code is given below..

this.myListGridView.FocusRectStyle = DevExpress.XtraGrid.Views.Grid.DrawFocusRectStyle.CellFocus; 

Note : If you do not make the selected row color "Transparent", functionally the cell will still be selected. But you may not understand it visually.