1.引用命名空间

    xmlns:Primitives="clr-namespace:System.Windows.Controls.Primitives;assembly=System.Windows.Controls.Data"
    xmlns:data="http://www.mamicode.com/clr-namespace:System.Windows.Controls;assembly=System.Windows.Controls.Data"

2.写样式

    <Style x:Key="DataGridHeaderStyle" TargetType="Primitives:DataGridColumnHeader">
       <Setter Property="HorizontalContentAlignment" Value="http://www.mamicode.com/Center"></Setter>
    </Style>
    <Style x:Key="DataGridCellStyle" TargetType="data:DataGridCell">
        <Setter Property="HorizontalContentAlignment" Value="http://www.mamicode.com/Center" ></Setter>
    </Style>

3.代入

   <sdk:DataGridCheckBoxColumn HeaderStyle="{StaticResource DataGridHeaderStyle}" Header="姓名"/>