Hi Rakesh Chand,
Assuming the specific range is A1:D7, when you select an entry in any data validation of that range, the worksheet will be protected.
Please apply the following VBA code to get it done.

Private Sub Worksheet_Change(ByVal Target As Range)
'Updated by Extendoffice 20220831
    Dim xRg As Range
    Dim Rg As Range
    On Error Resume Next
    Set Rg = Range("A1:D7")
    Set xRg = Intersect(Rg, Target)
    If xRg Is Nothing Then Exit Sub
       
    Rg.Locked = True
    
        Rg.Worksheet.Protect Password:="123"
    
End Sub

Hi,Which Excel version are you using?

Hi simon,If you want to lock cells in D6:D36, H6:H35 and L6:L35 separately after finish entering data in each range. Please do as follows.1. Select these three ranges by holding the Ctrl key;2. Do as the post described in step 1 to unlock these three ranges;3. Protect your worksheet with a password (Here my password is 123. This password will be used in the below code);4. Right click the sheet tab and then paste the below VBA code into the Code editor, and then press Alt + Q keys to close the Microsoft Visual Basic for Applications window.Notes: 1) In the code, you can change the ranges and password as you need;2）After pressing Alt + Q keys to close the code window, you need to shift to another worksheet and then go back to current sheet to make the code work. Otherwise, error will be occurred.<div data-tag="code">Dim mRg As Range
'Updated by Extendoffice 20201030
Dim mStr As String
Dim mStrAddress As String
Dim mArr
Private Sub Worksheet_Activate()
On Error Resume Next
Erase mArr()
mStrAddress = "D6:D36,H6:H35,L6:L35"
mArr = Split(mStrAddress, ",")
End Sub

Private Sub Worksheet_BeforeDoubleClick(ByVal Target As Range, Cancel As Boolean)
Dim xI As Integer
For xI = 0 To UBound(mArr)
If Not Intersect(Range(mArr(xI)), Target) Is Nothing Then
Set mRg = Target.Item(1)
mStr = mRg.Value
Exit For
End If
Next
End Sub
Private Sub Worksheet_Change(ByVal Target As Range)
Dim xRg As Range
Dim xI As Integer
On Error Resume Next
For xI = 0 To UBound(mArr)
Set xRg = Null
Set xRg = Intersect(Range(mArr(xI)), Target)
If Not (xRg Is Nothing) Then
Target.Worksheet.Unprotect Password:="123"
If xRg.Value <> mStr Then xRg.Locked = True
Target.Worksheet.Protect Password:="123"

End If
Next
End Sub
Private Sub Worksheet_SelectionChange(ByVal Target As Range)
Dim xI As Integer
On Error Resume Next
For xI = 0 To UBound(mArr)
If Not Intersect(Range(mArr(xI)), Target) Is Nothing Then
Set mRg = Target.Item(1)
mStr = mRg.Value
End If
Next
End Sub