Fill the underline decoration with a solid color brush

   
 

<Window xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
  x:Class="TextDecorationExample.Window1"
  Title="TextDecoration Example"
  Width="720"
  Height="400">
  <StackPanel>
      <TextBlock FontSize="24" Width="180" VerticalAlignment="Center">The lazy dog
        <TextBlock.TextDecorations>
          <TextDecoration Location="Underline" 
            PenThicknessUnit="FontRecommended">
            <TextDecoration.Pen>
              <Pen Brush="Red" Thickness="1" />
            </TextDecoration.Pen>
          </TextDecoration>
        </TextBlock.TextDecorations>
      </TextBlock>
  </StackPanel>
</Window>