How to get DataGridColumnHeader from DataGridColumn?

My code is as follows:

 void mainDataContextObj_CutSelectedColumnEvent(string columnId)
    {
        IList<DataGridColumn> columns = dg.Columns;

        for(int i=2; i<dg.Columns.Count; i++)
        {
            DataGridColumnHeader headerObj = dg.Columns[i].Header as DataGridColumnHeader;

             //This always returns headerObj as null!!!

        }
    }

I need DataGridColumnHeader from the column. Where am I going wrong?

The Header object of the DataGridColumn is actually the visible header of that column, whatever you set it to be. DataGridColumn is not part of the Visual Tree so there is not direct way to access the DataGridColumnHeader for it (we can't even be sure it exists yet). But you can do something like this to try and access it

DataGridColumnHeader headerObj = GetColumnHeaderFromColumn(column);

private DataGridColumnHeader GetColumnHeaderFromColumn(DataGridColumn column)
{
    // dataGrid is the name of your DataGrid. In this case Name="dataGrid"
    List<DataGridColumnHeader> columnHeaders = GetVisualChildCollection<DataGridColumnHeader>(dataGrid);
    foreach (DataGridColumnHeader columnHeader in columnHeaders)
    {
        if (columnHeader.Column == column)
        {
            return columnHeader;
        }
    }
    return null;
}

public List<T> GetVisualChildCollection<T>(object parent) where T : Visual
{
    List<T> visualCollection = new List<T>();
    GetVisualChildCollection(parent as DependencyObject, visualCollection);
    return visualCollection;
}

private void GetVisualChildCollection<T>(DependencyObject parent, List<T> visualCollection) where T : Visual
{
    int count = VisualTreeHelper.GetChildrenCount(parent);
    for (int i = 0; i < count; i++)
    {
        DependencyObject child = VisualTreeHelper.GetChild(parent, i);
        if (child is T)
        {
            visualCollection.Add(child as T);
        }
        else if (child != null)
        {
            GetVisualChildCollection(child, visualCollection);
        }
    }
}