The problem with selecting a widget when you click on a gtk.Treeview is that gtk.Treeview steals the focus back.

The solution is to add a timeout. This is how we do it:

    # Connect Treeview with cursor-changed signal
    treeview.connect("cursor-changed", self.timeoutFocus, focusme)

    # The callback function: 
    # focusme is the widget that will be focused
    def timeoutFocus(self,widget, focusme):
       gobject.timeout_add(10, lambda: focusme.grab_focus())

and that's all folks!