public class DDLFilterColumn : GridTemplateColumn

{

protected override void SetupFilterControls(TableCell cell)

{

    RadComboBox rcBox = InitProperties();

    cell.Controls.Add(rcBox);

    if (!DesignMode)

    {

        FireFillingItems(this, new DDLFilterItemsEventArgs(rcBox));

    }

}

private RadComboBox InitProperties()

{

    RadComboBox rcBox = new RadComboBox();

    rcBox.ID = ("DropDownList1" + this.UniqueName);

    rcBox.SelectedIndexChanged += rcBox_SelectedIndexChanged;

    rcBox.Width = this.FilterControlWidth;

    rcBox.AutoPostBack = true;

    rcBox.DataTextField = this.DataField;

    rcBox.DataValueField = this.DataField;

    return rcBox;

}

void rcBox_SelectedIndexChanged(object sender, RadComboBoxSelectedIndexChangedEventArgs e)

{

    GridFilteringItem filteringItem = (GridFilteringItem)(((RadComboBox)sender).Parent.Parent);

    filteringItem.FireCommandEvent("Filter", new Pair());

}

if (!DesignMode)

{

    FireFillingItems(this, new DDLFilterItemsEventArgs(rcBox));

}

public delegate void DDLFilterItemsEventHandler(object sender, DDLFilterItemsEventArgs args);

public class DDLFilterItemsEventArgs : EventArgs

{

    public RadComboBox ComboBox { get; private set; }

    public DDLFilterItemsEventArgs(RadComboBox comboBox)

    {

        ComboBox = comboBox;

    }

}

public event DDLFilterItemsEventHandler FillingItems;

protected virtual void FireFillingItems(object sender, DDLFilterItemsEventArgs args)

{

    if (FillingItems != null)

    {

        FillingItems(sender, args);

    }

}

protected override void SetCurrentFilterValueToControl(TableCell cell)

{

    if (this.CurrentFilterValue != string.Empty)

    {

        var rcmi = ((RadComboBox)cell.Controls[0]).Items.FindItemByText(this.CurrentFilterValue);

        if (rcmi != null)

        {

            rcmi.Selected = true;

        }

    }

}

public override bool SupportsFiltering()

{

    return true;

}

protected override object ConvertValueIfEmpty(string value)

{

    if (value == null || value.ToString() == string.Empty)

    {

        return " ";

    }

    return value.ToString();

}

<telerik:RadGrid ID="RadGrid1" runat="server" OnNeedDataSource="RadGrid1_NeedDataSource"

    AllowFilteringByColumn="true" AutoGenerateColumns="false">

    <MasterTableView>

        <Columns>

            <telerik:DDLFilterColumn DataField="a" HeaderText="a" UniqueName="a"

                OnFillingItems="a_DDLFiltering">

                <ItemTemplate>

                    <asp:Label ID="lbl1" runat="server" Text='<%# Eval("a") %>'></asp:Label>

                </ItemTemplate>

            </telerik:DDLFilterColumn>

            <telerik:DDLFilterColumn DataField="b" HeaderText="b" UniqueName="b"

                OnFillingItems="a_DDLFiltering">

                <ItemTemplate>

                    <asp:Label ID="lbl2" runat="server" Text='<%# Eval("b") %>'></asp:Label>

                </ItemTemplate>

            </telerik:DDLFilterColumn>

            <telerik:DDLFilterColumn DataField="c" HeaderText="c" UniqueName="c"

                 OnFillingItems="a_DDLFiltering">

                <ItemTemplate>

                    <asp:Label ID="lbl3" runat="server" Text='<%# Eval("c") %>'></asp:Label>

                </ItemTemplate>

            </telerik:DDLFilterColumn>

        </Columns>

    </MasterTableView>

</telerik:RadGrid>

<%@ Register Assembly="WebApplication1" Namespace="Custom" TagPrefix="telerik" %>

protected void RadGrid1_NeedDataSource(object source, Telerik.Web.UI.GridNeedDataSourceEventArgs e)

{

    DataTable table = (DataTable)Session["table"];

    if (table == null)

    {

        table = CreateTable();

        Session["table"] = table;

    }

    RadGrid1.DataSource = table;

}

private static DataTable CreateTable()

{

    DataTable table = new DataTable();

    table.Columns.Add("a");

    table.Columns.Add("b");

    table.Columns.Add("c");

    table.Rows.Add("Day", "Private", "a");

    table.Rows.Add("Day", "Private", "b");

    table.Rows.Add("Day", "Public", "c");

    table.Rows.Add("Day", "Public", "d");

    table.Rows.Add("Evening", "Certificate", "e");

    table.Rows.Add("Evening", "Certificate", "f");

    table.Rows.Add("Evening", "Certificate", "g");

    return table;

}

protected void a_DDLFiltering(object sender, DDLFilterItemsEventArgs args)

{

    args.ComboBox.Items.Clear();

    List<string> list = new List<string>();

    DataTable table = (DataTable)Session["table"];

    for (int i = 0; i < table.Rows.Count; i++)

    {

        string text = table.Rows[i][args.ComboBox.DataValueField].ToString();

        if (!list.Contains(text))

        {

            list.Add(text);

        }

    }

    list.Sort();

    args.ComboBox.Items.AddRange(list.ConvertAll<RadComboBoxItem>(x => new RadComboBoxItem(x)));

    args.ComboBox.Items.Insert(0, new RadComboBoxItem(""));

}