Oh, im sorry, for some reason I didn't think about you needing a line when i wrote the code :D. You can create a Pen object used to draw the line from the brush so that is not a problem.
Graphics gr = this.CreateGraphics();
LinearGradientBrush br = new LinearGradientBrush(new Rectangle(0,0,100,100), Color.NavajoWhite, Color.Red, LinearGradientMode.Vertical);
Pen lpen = new Pen(br, 1);
gr.DrawLine(lpen,0,0,100,200);
gr.Dispose();