vb.net vs2013 Setfocus not working

You should not use Focus in .NET. According to the documentation: Focus is a low-level method intended primarily for custom control authors. Instead, application programmers should use the Select method or the ActiveControl property for child controls, or the Activate method for forms.

Tried both recommendations... still not working, my Textbox1 control still not focused.

Reading carefully your code, it looks as if you inverted the logic in String.IsNullOrEmpty(txtPrecioCompetencia1.Text) = False

This means that it will trigger when the control is not NullOrEmpty. I understand that you want the reverse. Simply remove = False.

ok it (more or less) works. Now it gives the 2 textbox messages instead of giving the first textbox message and focus on this textbox.

        If (IsNumeric(txtPrecioCompetencia1.Text)) Then
            MessageBox.Show("Favor ingrese precio de Competencia 1")
            txtPrecioCompetencia1.Select()

        ElseIf (String.IsNullOrEmpty(txtPrecioCompetencia1.Text)) Then
            MessageBox.Show("Favor ingrese precio de Competencia 1")
            txtPrecioCompetencia1.Select()
        End If

        If (IsNumeric(txtPrecioCompetencia2.Text)) Then
            MessageBox.Show("Favor ingrese precio de Competencia 2")
            txtPrecioCompetencia2.Select()
        ElseIf (String.IsNullOrEmpty(txtPrecioCompetencia2.Text)) Then
            MessageBox.Show("Favor ingrese precio de Competencia 2")
            txtPrecioCompetencia2.Select()
        End If

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