Hello achraf,

I am not sure regarding the exact configuration of your application but I made a sample here which has the WebDataGrid configured like this:

<ig:WebDataGrid ID="WebDataGrid1" runat="server" Width="100%">
  <ClientEvents DoubleClick="WebDataGrid1_Grid_DoubleClick" />
  <Behaviors>
    <ig:EditingCore Enabled="true">
      <Behaviors>
        <ig:CellEditing Enabled="true">
          <EditModeActions MouseClick="Double" />
        </ig:CellEditing>
      </Behaviors>
    </ig:EditingCore>
  </Behaviors>
</ig:WebDataGrid>

And also here is my client side double click handler:

<script type="text/javascript" id="igClientScript">
  var cnt = 0;
  function WebDataGrid1_Grid_DoubleClick(sender, eventArgs) {
    var btn = document.getElementById("btn1");
    console.log('@ WDG double click event ' + (cnt++));
  }
</script>

As a result the grid is rasing the double click event and is also entering edit mode when double clicking.
Please provide more information on your application.
Version of the product used, how is the grid setup, how is the editing core setup, what handlers do you have?