I have a command field like this,
Now on
if delete CommandField is on second column of your grid view
protected void GridView1_RowDataBound(object sender, GridViewRowEventArgs e)
{
if (e.Row.RowType == DataControlRowType.DataRow)
{
LinkButton link = (LinkButton)e.Row.Cells[4].Controls[2];
if (link != null)
{
link.OnClientClick = "return confirm('Do you really want to delete?')";
}
}
}