If by context menu you mean the menu from the long press, then I have done this with the following code. My menu has my theme’s background, and a green highlight.
context menu layout:
<menu
xmlns:android="http://schemas.android.com/apk/res/android">
<item android:id="@+id/resetConfirm" android:title="@string/actual_reset"></item>
</menu>
styles.xml, where I’m using a custom theme (which I think is the key)
<style name="GradientLight" parent="@android:style/Theme.Light">
<item name="android:windowBackground">@drawable/background</item>
<item name="android:progressBarStyle">@style/progressBar</item>
<item name="android:buttonStyle">@style/greenButton</item>
<item name="android:buttonStyleSmall">@style/greenButton</item>
<item name="android:listViewStyle">@style/listView</item>
<item name="android:itemBackground">@drawable/menu_selector</item>
<item name="android:spinnerStyle">@style/spinner</item>
</style>
<style name="listView" parent="@android:style/Widget.ListView.White">
<item name="android:background">@drawable/background</item>
<item name="android:listSelector">@drawable/list_selector_background_green</item>
</style>