how to show gridline in the column header after applying background

After applying background to column header, the grid line cannot be seen anymore. Any simple way to get the gridline back?

You can specify BorderBrush and BorderThickness for the DataGridColumnHeader. Example

<DataGrid.Resources>
    <Style TargetType="{x:Type DataGridColumnHeader}">
        <Setter Property="Background" Value="Blue"/>
        <Setter Property="BorderBrush" Value="Red"/>
        <Setter Property="BorderThickness" Value="1,1,1,1"/>
    </Style>
</DataGrid.Resources>