在主窗体中写下

protected override void WndProc(ref Message msg)
        {
            const int WM_SYSCOMMAND = 0x0112;
            const int SC_CLOSE = 0xF060;

            if (msg.Msg == WM_SYSCOMMAND && ((int)msg.WParam == SC_CLOSE))
            {
                // 点击winform右上关闭按钮
                // 加入想要的逻辑处理

                if (MessageBox.Show("确定要退出管理系统??", "提示", MessageBoxButtons.YesNo).ToString() == "Yes")
                {
                                       Application.Exit();
                }
                return;
            }
            base.WndProc(ref msg);
        }