CheckEditor checkEditor = new CheckEditor();
checkEditor.ThreeState = true;
column.Editor = checkEditor;

Note that the data type for the bound column must be able to support null values, because the editor returns a value of DbNull.Value when the CheckState is Indeterminate. The exception to this rule is when the bound data type is System.Windows.Forms.CheckState, in which case it returns CheckState.Indeterminate.