Auto Filtering (excel like) can be done through the DataGridContext.AutoFilterValues dictionary.

The dictionary allows you to access and modify the list of AutoFilterValues for a given Column`s FieldName.

So, here is a quick sample:

DataGridContext context = DataGridControl.GetDataGridContext( myDataGridControl );
context.AutoFilterValues["myColumnFieldName"].Add( "My new filter value" );

For this to work, AutoFiltering must be enabled as indicated in the product documentation (section Basic Concepts/Manipulating Data/Filtering Data ).