gridview getting column header name on client click

Where exactly you need the name? Client side or Server side?

if i get directly on server side it wuld be good

Depends on you and your application? What is you need and objective behind doing this?

when a user clicks on a column header  only of the grid i need to get the header name of the cell which was clicked. based on the value that i get i want it for further data processing

Where you want to do the processing client side or server side.

If Server side then add a linkbutton in HeaderTemplate and assign OnClick event handler to it