Hi ashish007,

Using the below article i have created the example.

Set (Check \ Uncheck) CheckBox in GridView based on DataTable value in ASP.Net

HTML

<div id="dialog" align="center" style="display: none">
    <asp:GridView ID="GridView1" runat="server" AutoGenerateColumns="false" DataKeyNames="HobbyId">
        <Columns>
            <asp:TemplateField>
                <ItemTemplate>
                    <asp:CheckBox ID="chkSelect" runat="server" Checked='<%# Eval("IsSelected") %>' />
                </ItemTemplate>
            </asp:TemplateField>
            <asp:BoundField DataField="Description" HeaderText="Hobby" ItemStyle-Width="150px" />
        </Columns>
    </asp:GridView>
    <br />
    <asp:Button ID="btnSave" runat="server" Text="Save" OnClick="Save" />
</div>
<script type="text/javascript" src="http://ajax.googleapis.com/ajax/libs/jquery/1.7.2/jquery.min.js"></script>
<script type="text/javascript" src="http://ajax.aspnetcdn.com/ajax/jquery.ui/1.8.9/jquery-ui.js"></script>
<link rel="stylesheet" type="text/css" href="http://ajax.aspnetcdn.com/ajax/jquery.ui/1.8.9/themes/blitzer/jquery-ui.css" />
<script type="text/javascript">
    $(function () {
        $("#btnShow").click(function () {
            ShowPopup();
        });
    });

    function ShowPopup() {
        $("#dialog").dialog({
            title: "jQuery Dialog",
            modal: true
        });
        $("#dialog").parent().appendTo($("form:first"));
    };
</script>
<input type="button" id="btnShow" value="Show Popup" />

Namespaces

C#

using System.Configuration;
using System.Data;
using System.Data.SqlClient;

VB.Net

Imports System.Configuration
Imports System.Data
Imports System.Data.SqlClient

Code

C#

protected void Page_Load(object sender, EventArgs e)
{
    if (!IsPostBack)
    {
        this.BindGrid();
    }
}

protected void Save(object sender, EventArgs e)
{
    string constr = ConfigurationManager.ConnectionStrings["constr"].ConnectionString;
    using (SqlConnection con = new SqlConnection(constr))
    {
        using (SqlCommand cmd = new SqlCommand())
        {
            cmd.CommandText = "UPDATE Hobbies SET [IsSelected] = @IsSelected WHERE HobbyId=@HobbyId";
            cmd.Connection = con;
            con.Open();
            foreach (GridViewRow row in GridView1.Rows)
            {
                int hobbyId = Convert.ToInt32(GridView1.DataKeys[row.RowIndex].Values[0]);
                bool isSelected = (row.FindControl("chkSelect") as CheckBox).Checked;
                cmd.Parameters.Clear();
                cmd.Parameters.AddWithValue("@HobbyId", hobbyId);
                cmd.Parameters.AddWithValue("@IsSelected", isSelected);
                cmd.ExecuteNonQuery();
            }
            con.Close();
        }
    }

    BindGrid();
    ClientScript.RegisterStartupScript(this.GetType(), "Popup", "ShowPopup();", true);
}

private void BindGrid()
{
    string constr = ConfigurationManager.ConnectionStrings["constr"].ConnectionString;
    using (SqlConnection con = new SqlConnection(constr))
    {
        using (SqlCommand cmd = new SqlCommand("SELECT [HobbyId], [Description], [IsSelected] FROM Hobbies"))
        {
            using (SqlDataAdapter sda = new SqlDataAdapter())
            {
                cmd.Connection = con;
                sda.SelectCommand = cmd;
                using (DataTable dt = new DataTable())
                {
                    sda.Fill(dt);
                    GridView1.DataSource = dt;
                    GridView1.DataBind();
                }
            }
        }
    }
}

VB.Net

Protected Sub Page_Load(sender As Object, e As EventArgs) Handles Me.Load
    If Not IsPostBack Then
        Me.BindGrid()
    End If
End Sub

Protected Sub Save(sender As Object, e As EventArgs)
    Dim constr As String = ConfigurationManager.ConnectionStrings("constr").ConnectionString
    Using con As New SqlConnection(constr)
        Using cmd As New SqlCommand()
            cmd.CommandText = "UPDATE hobbies SET [IsSelected] = @IsSelected WHERE HobbyId=@HobbyId"
            cmd.Connection = con
            con.Open()
            For Each row As GridViewRow In GridView1.Rows
                Dim hobbyId As Integer = Convert.ToInt32(GridView1.DataKeys(row.RowIndex).Values(0))
                Dim isSelected As Boolean = TryCast(row.FindControl("chkSelect"), CheckBox).Checked
                cmd.Parameters.Clear()
                cmd.Parameters.AddWithValue("@HobbyId", hobbyId)
                cmd.Parameters.AddWithValue("@IsSelected", isSelected)
                cmd.ExecuteNonQuery()
            Next
            con.Close()
        End Using
    End Using

    BindGrid()
    ClientScript.RegisterStartupScript(Me.GetType(), "Popup", "ShowPopup();", True)
End Sub

Private Sub BindGrid()
    Dim constr As String = ConfigurationManager.ConnectionStrings("constr").ConnectionString
    Using con As New SqlConnection(constr)
        Using cmd As New SqlCommand("SELECT [HobbyId], [Description], [IsSelected] FROM Hobbies")
            Using sda As New SqlDataAdapter()
                cmd.Connection = con
                sda.SelectCommand = cmd
                Using dt As New DataTable()
                    sda.Fill(dt)
                    GridView1.DataSource = dt
                    GridView1.DataBind()
                End Using
            End Using
        End Using
    End Using
End Sub

Screenshots

Database record after Update