Apply a theme to a diagram
Add a theme to give your Visio diagrams a professionally-designed look.
Apply a theme to a page
Select Design.
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In the Themes group, select More.

Point to a theme to see how it looks in the diagram.
Select a theme to apply it to the page.
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In the Variants group, select More to select different colors and effects for the theme.

Apply a different theme to a page in the same diagram
Select Insert > New Page > Duplicate This Page.
To change the title, select it and type in what you want.
To change the theme, select Design and select a theme from the gallery.
Remove a theme or background
Do one of the following:
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To remove a theme from a selected page, select Design > No Theme.

To remove a background, select Design > Backgrounds > No Background.
Prevent themes from affecting a new shape
Select Design.
In the Themes group, select More.
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Select Apply Theme to New Shapes, if necessary, to clear it.
Note: New shapes will not be formatted with a theme.
Source: Microsoft