This way
 
<html xmlns="http://www.w3.org/1999/xhtml">
<head runat="server">
    <title></title>
    <script type = "text/javascript">
        function DeleteConfirmation(item, btn) {
            var row = btn.parentNode.parentNode;
            row.style.background = "red";
            if (!confirm("Do you want to delete " + item + "?")) {
                row.style.background = "";
                return false; 
            };
        }
    </script>
</head>
<body>
    <form id="form1" runat="server">
    <asp:GridView ID="GridView1" runat="server" OnRowDeleting="OnRowDeleting" AutoGenerateColumns = "false" OnRowDataBound = "OnRowDataBound">
        <Columns>
            <asp:BoundField DataField="Item" HeaderText="Item" />
            <asp:BoundField DataField="Price" HeaderText="Price" />
            <asp:CommandField ShowDeleteButton="True" ButtonType="Button" />
        </Columns>
    </asp:GridView>
    </form>
</body>
</html>
 
 protected void Page_Load(object sender, EventArgs e)
    {
        if (!Page.IsPostBack)
        {
            DataTable dt = new DataTable();
            dt.Columns.AddRange(new DataColumn[2] { new DataColumn("Item"), new DataColumn("Price") });
            dt.Rows.Add("Shirt", 450);
            dt.Rows.Add("Jeans", 3200);
            dt.Rows.Add("Trousers", 1900);
            dt.Rows.Add("Tie", 185);
            dt.Rows.Add("Cap", 100);
            dt.Rows.Add("Hat", 120);
            dt.Rows.Add("Scarf", 290);
            dt.Rows.Add("Belt", 150);
            ViewState["dt"] = dt;
            BindGrid();
        }
    }
    protected void BindGrid()
    {
        GridView1.DataSource = ViewState["dt"] as DataTable;
        GridView1.DataBind();
    }
    protected void OnRowDeleting(object sender, GridViewDeleteEventArgs e)
    {
        int index = Convert.ToInt32(e.RowIndex);
        DataTable dt = ViewState["dt"] as DataTable;
        dt.Rows[index].Delete();
        ViewState["dt"] = dt;
        BindGrid();
    }
    protected void OnRowDataBound(object sender, GridViewRowEventArgs e)
    {
        if (e.Row.RowType == DataControlRowType.DataRow)
        {
            string item = e.Row.Cells[0].Text;
            foreach (Button button in e.Row.Cells[2].Controls.OfType<Button>())
            {
                if (button.CommandName == "Delete")
                {
                    button.Attributes["onclick"] = "return DeleteConfirmation('" + item + "', this);";
                }
            }
        }
    }