Tutorial: Data Sorting Basics | WinForms Controls | DevExpress Documentation

private void btn_SortData_ItemClick(object sender, ItemClickEventArgs e) {
    GridColumn colProject = gridView.Columns["ProjectID"];
    GridColumn colStatus = gridView.Columns["Status"];
    gridView.BeginSort();
    try {
        gridView.ClearSorting();
        colProject.SortOrder = ColumnSortOrder.Ascending;
        colStatus.SortOrder = ColumnSortOrder.Ascending;
    }
    finally {
        gridView.EndSort();
    }
}