private void textBox_LostFocus(object sender, EventArgs e)
{
    foreach (TextBox item in this.textbox)  //got 3 text box,
    {
        if (item.Focused == true)
        {
             item.HideSelection = false;
             item.SelectAll();
        }
        else
             item.HideSelection = true;
}

private void textBox_LostFocus(object sender, EventArgs e)
{
    foreach (TextBox item in this.textbox)  //got 3 text box,
    {
        if (item.Focused == true)
        {
            item.HideSelection = true;   //difference here
            item.HideSelection = false;
            item.SelectAll();
        }
        else
            item.HideSelection = true;
}