See below for the importance of an SSCCE not everything that goes wrong is a bug, most of the times it something wrong in your actual code, which without an SSCCE we are non the wiser.
Seems to work fine for me:
On start up:

After selecting JComboBox
and pressing Backspace:

import javax.swing.JComboBox;
import javax.swing.JFrame;
import javax.swing.SwingUtilities;
public class Test {
public Test() {
SwingUtilities.invokeLater(new Runnable() {
@Override
public void run() {
JFrame frame = new JFrame("Test");
frame.setDefaultCloseOperation(JFrame.DISPOSE_ON_CLOSE);
JComboBox jc = new JComboBox(new String[]{"Hello", "Bye", "World", "Cruel"});
jc.setEditable(true);
frame.add(jc);
frame.pack();
frame.setVisible(true);
}
});
}
public static void main(String[] args) {
new Test();
}
}
UPDATE
As per your comment:
I did not think it would work fine ! ... It is a problem in Substance;
the L&F i am using.
See below for details on the Bug:
Substance: Editable JComboBox does not support backspace key
As stated:
This behavior is by design. This is a "feel" part of Substance that
adds auto-completion on editable comboboxes.
Alternatively see my answer here for more L&Fs and/or a way to make your own
UPDATE 2:
Thanks to @Brad (for deciphering the bug log I linked from Substance :P) to fix this simply do:
UIManager.put( LafWidget.COMBO_BOX_NO_AUTOCOMPLETION, Boolean.TRUE );