Hi developmin,

Everything will remain as it is. You just need to change the BindGrid method code as per your condition.

Check this example. Now please take its reference and correct your code.

I have created the example by refering the below article.

Filter GridView Records using DropDownList in HeaderTemplate ( Header Row ) in ASP.Net

HTML

<asp:GridView ID="GridView1" runat="server" AutoGenerateColumns="true" AllowPaging="true"
    PageSize="5" OnPageIndexChanging="OnPaging" OnRowCreated="GridView1_RowCreated">
</asp:GridView>

Namespaces

C#

using System.Data;
using System.Data.SqlClient;

VB.Net

Imports System.Data.SqlClient
Imports System.Data

Code

C#

protected void Page_Load(object sender, EventArgs e)
{
    if (!IsPostBack)
    {
        ViewState["Filter"] = "ALL";
        BindGrid();
    }
}
private void BindGrid()
{
    DataTable dt = new DataTable();
    String strConnString = System.Configuration.ConfigurationManager.ConnectionStrings["conString"].ConnectionString;
    string query = "";
    if (ViewState["Filter"].ToString().ToUpper() == "ALL")
    {
        query = "SELECT ContactName,City,Country,PostalCode FROM Customers";
    }
    else if (ViewState["Filter"].ToString() == "10")
    {
        query = "SELECT TOP 10 ContactName,City,Country,PostalCode FROM Customers";
    }
    else
    {
        query = "SELECT ContactName,City,Country,PostalCode FROM Customers WHERE Country = @Filter";
    }
    SqlConnection con = new SqlConnection(strConnString);
    SqlDataAdapter sda = new SqlDataAdapter();
    SqlCommand cmd = new SqlCommand(query);
    cmd.CommandType = CommandType.Text;        
    cmd.Parameters.AddWithValue("@Filter", ViewState["Filter"].ToString());
    cmd.Connection = con;
    sda.SelectCommand = cmd;
    sda.Fill(dt);
    GridView1.DataSource = dt;
    GridView1.DataBind();
}
protected void CountryChanged(object sender, EventArgs e)
{
    DropDownList ddlCountry = (DropDownList)sender;
    ViewState["Filter"] = ddlCountry.SelectedValue;
    this.BindGrid();
}
private void BindCountryList(DropDownList ddlCountry)
{
    String strConnString = System.Configuration.ConfigurationManager.ConnectionStrings["conString"].ConnectionString;
    SqlConnection con = new SqlConnection(strConnString);
    SqlDataAdapter sda = new SqlDataAdapter();
    SqlCommand cmd = new SqlCommand("select distinct Country from customers where Country IS NOT NULL");
    cmd.Connection = con;
    sda.SelectCommand = cmd;
    DataTable dt = new DataTable();
    sda.Fill(dt);
    ddlCountry.DataSource = dt;
    ddlCountry.DataTextField = "Country";
    ddlCountry.DataValueField = "Country";
    ddlCountry.DataBind();
    ddlCountry.Items.FindByValue(ViewState["Filter"].ToString()).Selected = true;
}
protected void OnPaging(object sender, GridViewPageEventArgs e)
{
    GridView1.PageIndex = e.NewPageIndex;
    this.BindGrid();
}
protected void GridView1_RowCreated(object sender, GridViewRowEventArgs e)
{
    if (e.Row.RowType == DataControlRowType.Header)
    {
        Label lbl = new Label();
        lbl.Text = "Country";
        e.Row.Cells[2].Controls.Add(lbl);
        DropDownList ddl = new DropDownList();
        ddl.ID = "ddlCountry";
        ddl.AutoPostBack = true;
        ddl.Items.Add(new ListItem("All", "ALL"));
        ddl.Items.Add(new ListItem("TOP 10", "10"));
        ddl.AppendDataBoundItems = true;
        ddl.SelectedIndexChanged += new EventHandler(CountryChanged);
        this.BindCountryList(ddl);
        e.Row.Cells[2].Controls.Add(ddl);
    }
}

VB.Net

Protected Sub Page_Load(ByVal sender As Object, ByVal e As EventArgs) Handles Me.Load
    If Not IsPostBack Then
        ViewState("Filter") = "ALL"
        BindGrid()
    End If
End Sub
Private Sub BindGrid()
    Dim dt As DataTable = New DataTable()
    Dim strConnString As String = System.Configuration.ConfigurationManager.ConnectionStrings("conString").ConnectionString
    Dim query As String = ""
    If ViewState("Filter").ToString().ToUpper() = "ALL" Then
        query = "SELECT ContactName,City,Country,PostalCode FROM Customers"
    ElseIf ViewState("Filter").ToString() = "10" Then
        query = "SELECT TOP 10 ContactName,City,Country,PostalCode FROM Customers"
    Else
        query = "SELECT ContactName,City,Country,PostalCode FROM Customers WHERE Country = @Filter"
    End If
    Dim con As SqlConnection = New SqlConnection(strConnString)
    Dim sda As SqlDataAdapter = New SqlDataAdapter()
    Dim cmd As SqlCommand = New SqlCommand(query)
    cmd.CommandType = CommandType.Text
    cmd.Parameters.AddWithValue("@Filter", ViewState("Filter").ToString())
    cmd.Connection = con
    sda.SelectCommand = cmd
    sda.Fill(dt)
    GridView1.DataSource = dt
    GridView1.DataBind()
End Sub
Protected Sub CountryChanged(ByVal sender As Object, ByVal e As EventArgs)
    Dim ddlCountry As DropDownList = CType(sender, DropDownList)
    ViewState("Filter") = ddlCountry.SelectedValue
    Me.BindGrid()
End Sub
Private Sub BindCountryList(ByVal ddlCountry As DropDownList)
    Dim strConnString As String = System.Configuration.ConfigurationManager.ConnectionStrings("conString").ConnectionString
    Dim con As SqlConnection = New SqlConnection(strConnString)
    Dim sda As SqlDataAdapter = New SqlDataAdapter()
    Dim cmd As SqlCommand = New SqlCommand("select distinct Country from customers where Country IS NOT NULL")
    cmd.Connection = con
    sda.SelectCommand = cmd
    Dim dt As DataTable = New DataTable()
    sda.Fill(dt)
    ddlCountry.DataSource = dt
    ddlCountry.DataTextField = "Country"
    ddlCountry.DataValueField = "Country"
    ddlCountry.DataBind()
    ddlCountry.Items.FindByValue(ViewState("Filter").ToString()).Selected = True
End Sub
Protected Sub OnPaging(ByVal sender As Object, ByVal e As GridViewPageEventArgs)
    GridView1.PageIndex = e.NewPageIndex
    Me.BindGrid()
End Sub
Protected Sub GridView1_RowCreated(ByVal sender As Object, ByVal e As GridViewRowEventArgs)
    If e.Row.RowType = DataControlRowType.Header Then
        Dim lbl As Label = New Label()
        lbl.Text = "Country"
        e.Row.Cells(2).Controls.Add(lbl)
        Dim ddl As DropDownList = New DropDownList()
        ddl.ID = "ddlCountry"
        ddl.AutoPostBack = True
        ddl.Items.Add(New ListItem("All", "ALL"))
        ddl.Items.Add(New ListItem("TOP 10", "10"))
        ddl.AppendDataBoundItems = True
        AddHandler ddl.SelectedIndexChanged, AddressOf CountryChanged
        Me.BindCountryList(ddl)
        e.Row.Cells(2).Controls.Add(ddl)
    End If
End Sub

Screenshot