You may try this:
<DataGrid AutoGenerateColumns="False">
<DataGrid.Columns>
<DataGridTextColumn Binding="{Binding TheDate, StringFormat={}{0:MM/dd/yyyy}}" />
</DataGrid.Columns>
</DataGrid>
And if you dont want to use the above method then you may try with string.Format()
string.Format("{0:dd MM yyyy}", date);