procedure TForm1.SynEdit1SpecialLineColors(Sender: TObject; Line: Integer;
  var Special: Boolean; var FG, BG: TColor);
begin
  if Line = TSynEdit(Sender).CaretY then
  begin
    Special := True;
    BG := clInfoBk;
  end;
end;

// Или чуть более сложный вариант
interface

type
  TSynEdit = class(SynEdit.TSynEdit)
  protected
    procedure SetCaretXY(const Value: TBufferCoord); override;
    procedure SetCaretXYEx(CallEnsureCursorPos: Boolean; Value: TBufferCoord); override;
  end;

implementation

procedure TForm1.SynEdit1SpecialLineColors(Sender: TObject; Line: Integer;
  var Special: Boolean; var FG, BG: TColor);
begin
  if Line = TSynEdit(Sender).CaretY then
  begin
    Special := True;
    BG := clInfoBk;
  end;
end;

{ TSynEdit }

procedure TSynEdit.SetCaretXY(const Value: TBufferCoord);
begin
  inherited;
  Repaint;
end;

procedure TSynEdit.SetCaretXYEx(CallEnsureCursorPos: Boolean;
  Value: TBufferCoord);
begin
  inherited;
  Repaint;
end;