When the value of a cell fails the validation process, its HasValidationError property will return true and its ValidationError property will contain a CellValidationError, which provides information on the cell in error, the error content, the exception (if one was thrown), and the validation rule that failed.  If the validation rule that failed is a binding-level ValidationRule, it will be wrapped in a PassthroughCellValidationRule. Validation errors will also be reported by a row when the value of one or more of its cells fails the validation process. Like cells, when a row contains validation errors, its HasValidationError property will return true and its ValidationError property will contain a RowValidationError, which provides information on the row in error, the error content, the exception, and the validation rule that failed.

Reference

CellValidationError Members
Xceed.Wpf.DataGrid Namespace