Hi david.ee.
Check this example. Now please take its reference and correct your code.
For this example I have used of NorthWind database that you can download using the link given below.
Download Northwind Database
HTML
<asp:GridView ID="gvCustomer" runat="server" AutoGenerateColumns="False">
    <Columns>
        <asp:TemplateField HeaderText="CompanyName">
            <ItemTemplate>
                <asp:TextBox ID="txtCompany" runat="server" Text='<%# Eval("CompanyName") %>'></asp:TextBox>
            </ItemTemplate>
        </asp:TemplateField>
        <asp:TemplateField HeaderText="Country">
            <ItemTemplate>
                <asp:TextBox ID="txtCountry" runat="server" Text='<%# Eval("Country") %>'></asp:TextBox>
            </ItemTemplate>
        </asp:TemplateField>
        <asp:TemplateField HeaderText="Is Exist">
            <ItemTemplate>
                <asp:Label ID="lblExist" runat="server" />
            </ItemTemplate>
        </asp:TemplateField>
    </Columns>
</asp:GridView>
<br />
<asp:Button ID="btnCheck" runat="server" Text="Check" OnClick="btnCheck_Click" />
Namespaces
C#
using System.Data;
using System.Configuration;
using System.Data.SqlClient;
VB.Net
Imports System.Data.SqlClient
Imports System.Data
Code
C#
protected void Page_Load(object sender, EventArgs e)
{
    if (!this.IsPostBack)
    {
        DataTable dt = new DataTable();
        dt.Columns.AddRange(new DataColumn[2] { new DataColumn("CompanyName", typeof(string)),                           
                        new DataColumn("Country",typeof(string)) });
        dt.Rows.Add();
        dt.Rows.Add();
        gvCustomer.DataSource = dt;
        gvCustomer.DataBind();
    }
}
protected void btnCheck_Click(object sender, EventArgs e)
{
    string str = ConfigurationManager.ConnectionStrings["ConString"].ConnectionString;
    for (int i = 0; i <= gvCustomer.Rows.Count - 1; i++)
    {
        string companyName = (gvCustomer.Rows[i].FindControl("txtCompany") as TextBox).Text;
        string country = (gvCustomer.Rows[i].FindControl("txtCountry") as TextBox).Text;
        SqlConnection con = new SqlConnection(str);
        SqlCommand cmd = new SqlCommand();
        cmd.CommandText = "SELECT COUNT(CustomerID) FROM Customers WHERE CompanyName = @CompanyName AND Country = @Country";
        cmd.Parameters.AddWithValue("@CompanyName", companyName);
        cmd.Parameters.AddWithValue("@Country", country);
        cmd.Connection = con;
        con.Open();
        int count = Convert.ToInt32(cmd.ExecuteScalar());
        if (count > 0)
        {
            (gvCustomer.Rows[i].FindControl("lblExist") as Label).Text = "Record already exists in the database";
        }
        else
        {
            (gvCustomer.Rows[i].FindControl("lblExist") as Label).Text = "Record not exists in the database";
        }
        con.Close();
    }
}
VB.Net
Protected Sub Page_Load(ByVal sender As Object, ByVal e As EventArgs) Handles Me.Load
    If Not Me.IsPostBack Then
        Dim dt As DataTable = New DataTable()
        dt.Columns.AddRange(New DataColumn(1) {New DataColumn("CompanyName", GetType(String)), New DataColumn("Country", GetType(String))})
        dt.Rows.Add()
        dt.Rows.Add()
        gvCustomer.DataSource = dt
        gvCustomer.DataBind()
    End If
End Sub
Protected Sub btnCheck_Click(ByVal sender As Object, ByVal e As EventArgs)
    Dim str As String = ConfigurationManager.ConnectionStrings("ConString").ConnectionString
    For i As Integer = 0 To gvCustomer.Rows.Count - 1
        Dim companyName As String = (TryCast(gvCustomer.Rows(i).FindControl("txtCompany"), TextBox)).Text
        Dim country As String = (TryCast(gvCustomer.Rows(i).FindControl("txtCountry"), TextBox)).Text
        Dim con As SqlConnection = New SqlConnection(str)
        Dim cmd As SqlCommand = New SqlCommand()
        cmd.CommandText = "SELECT COUNT(CustomerID) FROM Customers WHERE CompanyName = @CompanyName AND Country = @Country"
        cmd.Parameters.AddWithValue("@CompanyName", companyName)
        cmd.Parameters.AddWithValue("@Country", country)
        cmd.Connection = con
        con.Open()
        Dim count As Integer = Convert.ToInt32(cmd.ExecuteScalar())
        If count > 0 Then
            TryCast(gvCustomer.Rows(i).FindControl("lblExist"), Label).Text = "Record already exists in the database"
        Else
            TryCast(gvCustomer.Rows(i).FindControl("lblExist"), Label).Text = ("Record not exists in the database")
        End If
        con.Close()
    Next
End Sub
Screenshot
