U should try like that :
protected void gvCheck_RowEditing(object sender, GridViewEditEventArgs e)
{
gvCheck.EditIndex = e.NewEditIndex;
gvCheck.DataSource = ViewState["YourViewstateName OR Session"] as DataTable;
gvCheck.DataBind();
DropDownList ddlTest = (DropDownList)gvCheck.Rows[e.NewEditIndex].FindControl("ddlTest");
ddlTest.DataSource = ViewState["YourViewstateName OR Session"] as DataTable;
ddlTest.DataTextField = "Name";
ddlTest.DataValueField = "Name";
ddlTest.DataBind();
ddlTest.Items.Insert(0, new ListItem("Select", "0"));
}