Hi comunidadmexi...,

Refer below article.

ASP.Net Server Side Yes No Confirmation Box using JavaScript

Hi comunidadmexi...,

Refer below code.

HTML

<script type="text/javascript">
    function Confirm() {
        var confirm_value = document.createElement("INPUT");
        confirm_value.type = "hidden";
        confirm_value.name = "confirm_value";
        if (confirm("Do you want to save data?")) {
            confirm_value.value = "Yes";
        } else {
            confirm_value.value = "No";
        }
        document.forms[0].appendChild(confirm_value);
    }
    function jsShowHideProgress2() {
        setTimeout(function () {
            document.getElementById('imgloadinggif2').style.display = 'block';
        }, 2000);
        deleteCookie();

        var timeInterval = 2000;

        var loop = setInterval(function () {
            if (IsCookieValid()) {
                document.getElementById('imgloadinggif2').style.display = 'none';
                clearInterval(loop)
            }

        }, timeInterval);
    }

    function deleteCookie() {
        var cook = getCookie('ExcelDownloadFlag');
        if (cook != "") {
            document.cookie = "ExcelDownloadFlag=; Path=/; expires=Thu, 01 Jan 1970 00:00:00 UTC";
        }
    }

    function IsCookieValid() {
        var cook = getCookie('ExcelDownloadFlag');
        return cook != '';
    }

    function getCookie(cname) {
        var name = cname + "=";
        var ca = document.cookie.split(';');
        for (var i = 0; i < ca.length; i++) {
            var c = ca[i];
            while (c.charAt(0) == ' ') {
                c = c.substring(1);
            }
            if (c.indexOf(name) == 0) {
                return c.substring(name.length, c.length);
            }
        }
        return "";
    }
</script>
<div class="container">
    <asp:ImageButton runat="server" ID="imgxls" Visible="true" OnClientClick="jsShowHideProgress2();Confirm();"
        OnClick="imgxls_Click" ToolTip="Download" ImageUrl="https://i.imgur.com/73e8Dja.png" />
</div>
<div class="pure-u-1 pure-u-md-1-3">
    <img style="display: none; margin-left: auto; margin-right: auto;"
        id="imgloadinggif2" src="/aspnet/img/ajax-loader.gif" alt="loading.." />
</div>

Code

C#

public void imgxls_Click(object sender, EventArgs e)
{
    string confirmValue = Request.Form["confirm_value"];
    if (confirmValue == "Yes")
    {
        this.Page.ClientScript.RegisterStartupScript(this.GetType(), "alert", "alert('You clicked YES!')", true);
    }
    else
    {
        this.Page.ClientScript.RegisterStartupScript(this.GetType(), "alert", "alert('You clicked NO!')", true);
    }
}

VB.Net

Public Sub imgxls_Click(ByVal sender As Object, ByVal e As EventArgs)
    Dim confirmValue As String = Request.Form("confirm_value")
    If confirmValue = "Yes" Then
        Me.Page.ClientScript.RegisterStartupScript(Me.GetType(), "alert", "alert('You clicked YES!')", True)
    Else
        Me.Page.ClientScript.RegisterStartupScript(Me.GetType(), "alert", "alert('You clicked NO!')", True)
    End If
End Sub

Screenshot