Question

Why I receive such message?

Attribute ‘Dependency’ is not valid on this declaration type. It is only valid on ‘assembly’ declarations.

public partial class MainWindow : Window
{
    private OverviewViewModel _vm;

    [Dependency]
    public OverviewViewModel VM
    {
        set
        {
            _vm = value;
            this.DataContext = _vm;
        }
    }

Answer 1

You are probably using the wrong attribute: DependencyAttribute

Indicates when a dependency is to be loaded by the referring assembly […]

and can only be applied to assemblies (and not to properties like you are trying), e.g.:

[assembly: Dependency(/*...*/)]