This depends on how / when you are attempting to get this data. WPF is more geared towards accessing the data by the objects bound in the ItemsSource. So, if your ItemsSource is a List of MyObject, then the specific row will be of type MyObject instead of a pure DataRow.
If you are accessing the data by means of clicking on it, you can do something like this:
var currentItem = myDataGrid.SelectedItem as MyObject;
Now, you have the current MyObject in it's originally intended form rather than picking at the grid.
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