C# Delegate from VB.NET

If that SelectedItemChanged will only ever refer to a single delegate then just create one and assign it, just as you would for any other property referring to any other object:

MyObject.SelectedItemChanged = New SelectedItemChange(Sub(sender, args) DoSomething())

If it might refer to multiple delegates then you can do explicitly what the C# += operator is doing implicitly:

MyObject.SelectedItemChanged = [Delegate].Combine(MyObject.SelectedItemChanged, New SelectedItemChange(Sub(sender, args) DoSomething()))

It's worth noting here that your delegate is specific declared with two parameters of type IMyInterface. That means that, in this code:

MyObject.SelectedItemChanged += (sender, args) => { DoSomething(); };

both sender and args are inferred as that type. They are NOT object and EventArgs, as you have assumed for your VB code. That's an example of how the C# code is garbage.

It´s because SelectedItemChange is not an event. You need to declare it as event

public event SelectedItemChange SelectedItemChange_Event;

Your AddHanler Syntax in VB is correct