From MSDN:
When you change the focus by using the keyboard (TAB, SHIFT+TAB, and so on), by calling the Select or SelectNextControl methods, or by setting the P:System.Windows.Forms.ContainerControl.ActiveControl property to the current form, focus events of the Control class occur in the following order:
Enter
GotFocus
Leave
Validating
Validated
LostFocus
When you change the focus by using the mouse or by calling the Focus method, focus events of the Control class occur in the following order: