I can handle the PreviewKeyDown event when some items of a DataGrid are selected. But if users don't select any items, the event will not be triggered. Could I handle the PreviewKeyDown event in this case?
You can handle previewkeydown on the datagrid but something in the datagrid would need to have keyboard focus.
Technically, that can happen without selecting a row.
Even then, you might find a control in the datagrid handles the event.