The WM_KILLFOCUS message is sent to a window immediately before it loses the keyboard focus.
WM_KILLFOCUS
hwndGetFocus = (HWND) wParam; // handle to window receiving focus
An application should return zero if it processes this message.
If an application is displaying a caret, the caret should be destroyed at this point.
Windows NT: Requires version 3.1 or later.
Windows: Requires Windows 95 or later.
Windows CE: Requires version 1.0 or later.
Header: Declared in winuser.h.
Keyboard Input Overview, Keyboard Input Messages, SetFocus, WM_SETFOCUS