Hi Gopi,
I am not able to reproduce this issue here, the TableControlCellDoubleClick event works fine as desired in the attached sample. Are you activating the currentcell when the cell gets focused? Please set the ActivateCurrentCellBehavior property to GridCellActivateAction.None or GridCellActivateAction.DblClickOnCell, to make the CellDoubleClick event to get fired.
Here is a sample
http://www.syncfusion.com/Support/user/uploads/GGC_CellDoubleClick_6019e8c6.zipLet me know if this helps.
Thanks,
Rajagopal