Ref:

How to export GridView data to PDF file in ASP.Net

ASP.Net GridView: Group Header Row Columns and display Multiple Columns under Single Column

HTML

<asp:GridView ID="GridView1" HeaderStyle-BackColor="#9AD6ED" HeaderStyle-ForeColor="#636363"
    runat="server" AutoGenerateColumns="false" OnDataBound="OnDataBound">
    <Columns>
        <asp:BoundField DataField="CustomerName" HeaderText="Name" ItemStyle-Width="150" />
        <asp:BoundField DataField="CustomerCountry" HeaderText="Country" ItemStyle-Width="150" />
        <asp:BoundField DataField="EmployeeName" HeaderText="Name" ItemStyle-Width="150" />
        <asp:BoundField DataField="EmployeeCountry" HeaderText="Country" ItemStyle-Width="150" />
    </Columns>
</asp:GridView>
<asp:Button Text="Export To PDF" runat="server" OnClick="ExportToPDF" />

Namespaces

using System.Data;
using System.Drawing;
using System.IO;
using iTextSharp.text;
using iTextSharp.text.html.simpleparser;
using iTextSharp.text.pdf;

C#

protected void Page_Load(object sender, EventArgs e)
{
    if (!this.IsPostBack)
    {
        this.BindGrid();
    }
}

private void BindGrid()
{
    DataTable dt = new DataTable();
    dt.Columns.AddRange(new DataColumn[4] { new DataColumn("CustomerName"), new DataColumn("CustomerCountry"), new DataColumn("EmployeeName"), new DataColumn("EmployeeCountry") });
    dt.Rows.Add("John Hammond", "United States", "Albert Dunner", "Bolivia");
    dt.Rows.Add("Mudassar Khan", "India", "Jason Sprint", "Canada");
    dt.Rows.Add("Suzanne Mathews", "France", "Alfred Lobo", "Philippines");
    dt.Rows.Add("Robert Schidner", "Russia", "Shaikh Ayyaz", "UAE");
    GridView1.DataSource = dt;
    GridView1.DataBind();
}

protected void OnDataBound(object sender, EventArgs e)
{
    GridViewRow row = new GridViewRow(0, 0, DataControlRowType.Header, DataControlRowState.Normal);
    TableHeaderCell cell = new TableHeaderCell();
    cell.HorizontalAlign = HorizontalAlign.Center;
    cell.Text = "Customers";
    cell.ColumnSpan = 2;
    row.Controls.Add(cell);

    cell = new TableHeaderCell();
    cell.ColumnSpan = 2;
    cell.HorizontalAlign = HorizontalAlign.Center;
    cell.Text = "Employees";
    row.Controls.Add(cell);

    row.BackColor = ColorTranslator.FromHtml("#3AC0F2");
    GridView1.HeaderRow.Parent.Controls.AddAt(0, row);
}

public override void VerifyRenderingInServerForm(Control control)
{

    /* Verifies that the control is rendered */

}

protected void ExportToPDF(object sender, EventArgs e)
{
    using (StringWriter sw = new StringWriter())
    {
        using (HtmlTextWriter hw = new HtmlTextWriter(sw))
        {
            //To Export all pages
            GridView1.AllowPaging = false;
            this.BindGrid();

            GridView1.RenderControl(hw);
            StringReader sr = new StringReader(sw.ToString());
            Document pdfDoc = new Document(PageSize.A2, 10f, 10f, 10f, 0f);
            HTMLWorker htmlparser = new HTMLWorker(pdfDoc);
            PdfWriter.GetInstance(pdfDoc, Response.OutputStream);
            pdfDoc.Open();
            htmlparser.Parse(sr);
            pdfDoc.Close();

            Response.ContentType = "application/pdf";
            Response.AddHeader("content-disposition", "attachment;filename=GridViewExport.pdf");
            Response.Cache.SetCacheability(HttpCacheability.NoCache);
            Response.Write(pdfDoc);
            Response.End();
        }
    }
}

Screenshot