How to create column having panel in datagridview ?

I think it should be: datagridview1.columns(your_column).control.add(panelId);

Why do you need it? Maybe there is a better way?

we can use datagridview1.columns(your_column).control.add(panelId); // if want to add to an existed cell

this.datagridview1.Controls.Add(panelid); // this is used to add created control to the control collection of datagridview then we can set its location and size using DataGridView.GetCellDisplayRectangle Method

Yes...but wouldn't that create only one control instead of number required for the rows?

yes.But there is some way out like we can use foreach row loop or in databound and set the location as per loop/row.