Question

How can I clear all selections in a wxListBox which has the style wxLB_MULTIPLE?

Neither wxControlWithItems::SetSelection() nor wxControlWIthItems::SetStringSelection() work.
They only select the passed item but they do not deselect any other items as said in the documentation:

Note that this does not cause any command events to be emitted nor
does it deselect any other items in the controls which support
multiple selections.

Answer 1

Platform independent method

As SteveL mentioned, you have to use wxListBox::GetSelections() and wxListBox::Deselect() in a loop:

wxArrayInt selections;
int count = m_listBox->GetSelections(selections);

for ( int i=0; i<count; i++ )
{
  m_listBox->Deselect(selections[i]);
}

ListBox_SetSel macro for Windows systems

You can use the macro ListBox_SetSel from the Windows API.

For this function, you have to include Windowsx.h and wx/msw/winundef.h, of course:

#include <Windowsx.h>
#include <wx/msw/winundef.h>

// ...
HWND hListBox = (HWND)m_listBox->GetHandle();
ListBox_SetSel(hListBox, false, -1);