在模块中： 

Public Declare Function SetWindowLong Lib 
"user32" Alias "SetWindowLongA" _
(ByVal hwnd As Long, ByVal nIndex As Long, 
ByVal dwNewLong As Long) As Long 

Public Declare Function DefWindowProc Lib 
"user32" Alias "DefWindowProcA"_
(ByVal hwnd As Long, ByVal wMsg As Long,
ByVal wParam As Integer, ByVal_
lParam As Long) As Long 

Public Declare Function CallWindowProc Lib
"user32" Alias "CallWindowProcA" _
(ByVal lpPrevWndFunc As Long, ByVal hwnd As Long, 
ByVal Msg As Long, ByVal _
wParam As Long, ByVal lParam As Long) As Long 

Public Const WM_NCACTIVATE = &H86 
Public Const GWL_WNDPROC = (-4) 
Public OldWndProc& 

Public Function Hook&(ByVal hWnd1&) 
    OldWndProc = SetWindowLong(hWnd1,
GWL_WNDPROC, AddressOf NewWndProc) 
Hook = OldWndProc 
End Function 

Public Sub UnHook(ByVal hWnd1&) 
    SetWindowLong hWnd1, GWL_WNDPROC, OldWndProc 
End Sub 

Public Function NewWndProc&(ByVal hWnd1&, ByVal uMsg&,
ByVal wParam&, ByVal lParam&) 
    If uMsg = WM_NCACTIVATE Then 
    If wParam = 0 Then ’失去焦点
    Form1.Caption = "失去焦点" 
'在这里加入在失去焦点时想要执行的代码
    Else
Form1.Caption = "得到焦点"    
’在这里加入在得到焦点时想要执行的代码
    End If 
    End If 
    NewWndProc = CallWindowProc(OldWndProc, 
hWnd1, uMsg, wParam, lParam) 
End Function 

窗口中代码如下： 

Private Sub Form_Load() 
    Hook Form1.hwnd 
End Sub 

Private Sub Form_QueryUnload(Cancel As Integer,
UnloadMode As Integer) 
    UnHook Form1.hwnd 
End Sub 

---- 注意：在编写“失去焦点”和“得到焦点”的代码时，不要使用VB本身自带的函数，如： MsgBox()和Print()等，因为这里不支持，要用MessageBox()、TextOut()等API函数来代替,否则VB会出现“非法保护性错误”而把VB连带程序一起关掉。