Answer given before OP indicates you are using Windowsforms.  
Solution for WPF. 
Use a Valueconverter to convert Datetime in string.
When making the conversion if the value of the Datetime is DateTime.MinValue return string.Empty; otherwise return dateTime.ToString()
[ValueConversion(typeof(DateTime), typeof(string))]
public class DateTimeToString : IValueConverter
{
    public object Convert(object value, Type targetType, object parameter, CultureInfo culture)
    {
        if (value is DateTime)
        {
            var dateTime = (DateTime)value;
            if (dateTime == DateTime.MinValue)
            {
                return string.Empty;
            }
            return dateTime.ToString();
        }
        throw new ArgumentException("value");
    }
    public object ConvertBack(object value, Type targetType, object parameter, CultureInfo culture)
    {
        if (value is string)
        {
            var dateString = (string) value;
            if (string.IsNullOrEmpty(dateString))
            {
                return DateTime.MinValue;
            }
            return DateTime.Parse(dateString);
        }
        throw new ArgumentException("value");
    }
}
To use the Valueconverter shall first declare it in the section <Windos.Resources> of his Window.  
<Window.Resources>
    <local:DateTimeToString x:Key="DateTimeToString" />
</Window.Resources>
Then assign it to the attribute Convert of Binding of Datagridtextcolumn
<DataGrid.Columns>
    <DataGridTextColumn Header="Data" Binding="{Binding data, Converter={StaticResource DateTimeToString}" />
</DataGrid.Columns>
							
							
						 
Do you use predefined datagriview columns or let it generate the columns automatically?... if it is default... and only edit the column... it has a SUB-property in it called Nullvalue... try to put null or 01/01/0001
– Danilo Breda
Have you ever tried to put this column in your BD as not mandatory and use the type
DateTime?instead ofDateTime? The difference is that the first accepts null values unlike the second.– Richard Dias