I have a gridview like this.
try like this
<asp:GridView ID="grd1" runat="Server" width="500px" AutoGenerateColumns="false" DataKeyNames="StateID" OnRowEditing="grd1_RowEditing">
<Columns>
<asp:TemplateField>
<ItemTemplate>
<asp:LinkButton ID="btnDelete" runat="server" CommandArgument='<%#Eval("StateID")%>' OnCommand="lnkDelete" Text="Delete">
</asp:LinkButton>
</ItemTemplate>
</asp:TemplateField>
</Columns>
protected void lnkDelete(Object sender, CommandEventArgs e)
{
int iStID=int32.Parse(e.CommandArgument.ToString());
}
//iStID has the DataKey value which you can use.