You need to Either enable AutoGenerateColumns
dataGrid1.AutoGenerateColumns = true;
OR you can Add column and specify binding
<sdk:DataGrid AutoGenerateColumns="False" Height="185" HorizontalAlignment="Left" Margin="33,66,0,0" Name="dataGrid1" VerticalAlignment="Top" Width="325">
<sdk:DataGrid.Columns>
<sdk:DataGridTextColumn Binding="{Binding}" CanUserReorder="True" CanUserResize="True" CanUserSort="True" Header="Test" Width="Auto" />
</sdk:DataGrid.Columns>
</sdk:DataGrid>