可以使用Style和Trigger有条件地设置ContextMenu属性：

<DataGrid ItemsSource="{Binding Path=TaskList}" SelectedItem="{Binding SelectedTask}" AutoGenerateColumns="False">
    <DataGrid.Style>
        <Style TargetType="DataGrid">
            <Setter Property="ContextMenu">
                <Setter.Value>
                    <ContextMenu>
                        <MenuItem Header="Delete" Command="{Binding OpenDialogCommand}"  
                                      CommandParameter="{Binding PlacementTarget.SelectedItem, RelativeSource={RelativeSource FindAncestor, AncestorType={x:Type ContextMenu}}}"></MenuItem>
                    </ContextMenu>
                </Setter.Value>
            </Setter>
            <Style.Triggers>
                <Trigger Property="HasItems" Value="False">
                    <Setter Property="ContextMenu" Value="{x:Null}" />
                </Trigger>
            </Style.Triggers>
        </Style>
    </DataGrid.Style>
    <DataGrid.Columns>
        <DataGridTextColumn Header="Priority" Width="auto" Binding="{Binding Path=Id}"/>
        <DataGridTextColumn Header="Task" Width="auto" Binding="{Binding Path=TaskName}"/>
    </DataGrid.Columns>
</DataGrid>

您可以绑定可见性并使用内置的布尔型自动可见性转换器
你需要转换器，它可能在一个资源字典中，你可以合并到app.xaml中，以便在整个应用程序中使用。

<Window.Resources>
    <BooleanToVisibilityConverter x:Key="booleanToVisibilityConverter"/>
  </Window.Resources>

然后只需在上下文菜单上绑定可见性

<DataGrid ...... >
    <DataGrid.ContextMenu>
        <ContextMenu Visibility="{Binding PlacementTarget.HasItems, RelativeSource={RelativeSource Self}, 
                                  Converter={StaticResource booleanToVisibilityConverter}}">
             <MenuItem Header="Delete" 
                       Command="{Binding OpenDialogCommand}"  
                       CommandParameter="{Binding PlacementTarget.SelectedItem, RelativeSource={RelativeSource FindAncestor, AncestorType={x:Type ContextMenu}}}"/>
        </ContextMenu>
    </DataGrid.ContextMenu>

作为变体之一，可以使用ContextMenuService.IsEnabled attached属性并将其与ItemsControl.HasItems绑定。

<DataGrid ...
          ContextMenuService.IsEnabled="{Binding RelativeSource={RelativeSource Self}, Path=HasItems}">