I wanted something like below
(Image Button Click)
<window.resources>
<style targettype="{x:Type DataGridColumnHeader}" x:key="imageDataGridRowHeader" xmlns:x="#unknown">
<setter property="Template">
<setter.value>
<controltemplate targettype="{x:Type DataGridColumnHeader}">
<stackpanel orientation="Horizontal">
<textblock text="{Binding RelativeSource={RelativeSource Mode=FindAncestor, AncestorType={x:Type DataGrid}}, Path=Columns[1].Header}" />
<Button x:Name="btnFilter" Margin="3,0,0,0" Content="Content_1">
<Button.Template>
<controltemplate>
<image ishittestvisible="True" height="10" width="10" verticalalignment="Center" source="/..Image.png" margin="0" keyboardnavigation.istabstop="False" />
</controltemplate>
</Button.Template>
</Button>
</stackpanel>
</controltemplate>
</setter.value>
</setter>
</style>
</window.resources>
<grid></grid>
and in .xaml.cs to have Click event I added below:
void data1_AutoGeneratingColumn(object sender ,DataGridAutoGeneratingColumnEventArgs e)
{
e.Column.HeaderStyle = FindResource("imageDataGridRow <big> Header")as Style;
EventManager.RegisterClassHandler(typeof(Button), Button.ClickEvent, new RoutedEventHandle</big>r(btn_Click));
}