You can't set the back color of the column header if the grid is using skins. So first, turn off skins
gridcontrol1.LookAndFeel.Style = DevExpress.LookAndFeel.LookAndFeelStyle.Flat
gridcontrol1.LookAndFeel.UseDefaultLookAndFeel = false
Next, set the back color of the header column. Run Designer, select Columns, select the column to change the header color.
AppearanceHeader.BackColor = Color.LightSteelBlue
AppearanceHeader.Options.UserBackColor = True