Hi smile,

I have created a sample for your reference using the below article. So you need to change the code as per your requirement.

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

HTML

<asp:GridView ID="GridView1" runat="server" AutoGenerateColumns="false" OnRowDataBound="RowDataBound"
    EmptyDataText="No Record Found!" AllowPaging="true" OnPageIndexChanging="OnPaging">
    <Columns>
        <asp:BoundField HeaderText="Contact Name" DataField="ContactName" />
        <asp:TemplateField>
            <HeaderTemplate>
                <asp:DropDownList ID="ddlCity" runat="server" AutoPostBack="true" AppendDataBoundItems="true"
                    OnSelectedIndexChanged="CityChanged">
                    <asp:ListItem Text="Select" Value="Select"></asp:ListItem>
                </asp:DropDownList>
            </HeaderTemplate>
            <ItemTemplate>
                <%# Eval("City") %>
            </ItemTemplate>
        </asp:TemplateField>
        <asp:TemplateField>
            <HeaderTemplate>
                <asp:DropDownList ID="ddlCountry" runat="server" AutoPostBack="true" AppendDataBoundItems="true"
                    OnSelectedIndexChanged="CountryChanged">
                    <asp:ListItem Text="Select" Value="Select"></asp:ListItem>
                </asp:DropDownList>
            </HeaderTemplate>
            <ItemTemplate>
                <%# Eval("Country") %>
            </ItemTemplate>
        </asp:TemplateField>
    </Columns>
</asp:GridView>

C#

protected void Page_Load(object sender, EventArgs e)
{
    if (!this.IsPostBack)
    {
        ViewState["SelectedCountry"] = "Select";
        ViewState["SelectedCity"] = "Select";
        BindGrid();
    }
}

protected void CountryChanged(object sender, EventArgs e)
{
    DropDownList ddlCountry = (DropDownList)sender;
    ViewState["SelectedCountry"] = ddlCountry.SelectedValue;
    BindGrid();
}

protected void CityChanged(object sender, EventArgs e)
{
    DropDownList ddlCity = (DropDownList)sender;
    ViewState["SelectedCity"] = ddlCity.SelectedValue;
    BindGrid();
}

protected void RowDataBound(object sender, GridViewRowEventArgs e)
{
    if (e.Row.RowType == DataControlRowType.Header)
    {
        DropDownList ddlCity = (DropDownList)e.Row.FindControl("ddlCity");
        BindCities(ddlCity);
        DropDownList ddlCountry = (DropDownList)e.Row.FindControl("ddlCountry");
        BindCountries(ddlCountry);
    }
}

protected void OnPaging(object sender, GridViewPageEventArgs e)
{
    GridView1.PageIndex = e.NewPageIndex;
    BindGrid();
}

private DataTable GetDataTable(string query)
{
    string conString = ConfigurationManager.ConnectionStrings["constr"].ConnectionString;
    using (SqlConnection con = new SqlConnection(conString))
    {
        using (SqlCommand cmd = new SqlCommand(query))
        {
            using (SqlDataAdapter sda = new SqlDataAdapter(cmd))
            {
                cmd.Connection = con;
                using (DataTable dt = new DataTable())
                {
                    sda.Fill(dt);

                    return dt;
                }
            }
        }
    }
}

private void BindGrid()
{
    string query = "SELECT ContactName, City, Country FROM Customers WHERE 1 = 1 ";
    if (ViewState["SelectedCountry"].ToString().ToUpper() != "SELECT")
    {
        query += " AND Country = '" + ViewState["SelectedCountry"].ToString() + "'";
    }
    if (ViewState["SelectedCity"].ToString().ToUpper() != "SELECT")
    {
        query += " AND City = '" + ViewState["SelectedCity"].ToString() + "'";
    }
    GridView1.DataSource = GetDataTable(query);
    GridView1.DataBind();
}

private void BindCountries(DropDownList ddlCountry)
{
    ddlCountry.DataSource = GetDataTable("SELECT DISTINCT Country FROM Customers WHERE Country <> 'NULL'");
    ddlCountry.DataTextField = "Country";
    ddlCountry.DataValueField = "Country";
    ddlCountry.DataBind();
    ddlCountry.Items.FindByText(ViewState["SelectedCountry"].ToString()).Selected = true;
}

private void BindCities(DropDownList ddlCity)
{
    ddlCity.DataSource = GetDataTable("SELECT DISTINCT City FROM Customers WHERE City <> 'NULL'");
    ddlCity.DataTextField = "City";
    ddlCity.DataValueField = "City";
    ddlCity.DataBind();
    ddlCity.Items.FindByText(ViewState["SelectedCity"].ToString()).Selected = true;
}

VB.Net

Protected Sub Page_Load(sender As Object, e As EventArgs) Handles Me.Load
    If Not Me.IsPostBack Then
        ViewState("SelectedCountry") = "Select"
        ViewState("SelectedCity") = "Select"
        BindGrid()
    End If
End Sub

Protected Sub CountryChanged(sender As Object, e As EventArgs)
    Dim ddlCountry As DropDownList = DirectCast(sender, DropDownList)
    ViewState("SelectedCountry") = ddlCountry.SelectedValue
    BindGrid()
End Sub

Protected Sub CityChanged(sender As Object, e As EventArgs)
    Dim ddlCity As DropDownList = DirectCast(sender, DropDownList)
    ViewState("SelectedCity") = ddlCity.SelectedValue
    BindGrid()
End Sub

Protected Sub RowDataBound(sender As Object, e As GridViewRowEventArgs)
    If e.Row.RowType = DataControlRowType.Header Then
        Dim ddlCity As DropDownList = DirectCast(e.Row.FindControl("ddlCity"), DropDownList)
        BindCities(ddlCity)
        Dim ddlCountry As DropDownList = DirectCast(e.Row.FindControl("ddlCountry"), DropDownList)
        BindCountries(ddlCountry)
    End If
End Sub

Protected Sub OnPaging(sender As Object, e As GridViewPageEventArgs)
    GridView1.PageIndex = e.NewPageIndex
    BindGrid()
End Sub

Private Function GetDataTable(query As String) As DataTable
    Dim conString As String = ConfigurationManager.ConnectionStrings("constr").ConnectionString
    Using con As New SqlConnection(conString)
        Using cmd As New SqlCommand(query)
            Using sda As New SqlDataAdapter(cmd)
                cmd.Connection = con
                Using dt As New DataTable()
                    sda.Fill(dt)

                    Return dt
                End Using
            End Using
        End Using
    End Using
End Function

Private Sub BindGrid()
    Dim query As String = "SELECT ContactName, City, Country FROM Customers WHERE 1 = 1 "
    If ViewState("SelectedCountry").ToString().ToUpper() <> "SELECT" Then
        query += " AND Country = '" + ViewState("SelectedCountry").ToString() + "'"
    End If
    If ViewState("SelectedCity").ToString().ToUpper() <> "SELECT" Then
        query += " AND City = '" + ViewState("SelectedCity").ToString() + "'"
    End If
    GridView1.DataSource = GetDataTable(query)
    GridView1.DataBind()
End Sub

Private Sub BindCountries(ddlCountry As DropDownList)
    ddlCountry.DataSource = GetDataTable("SELECT DISTINCT Country FROM Customers WHERE Country <> 'NULL'")
    ddlCountry.DataTextField = "Country"
    ddlCountry.DataValueField = "Country"
    ddlCountry.DataBind()
    ddlCountry.Items.FindByText(ViewState("SelectedCountry").ToString()).Selected = True
End Sub

Private Sub BindCities(ddlCity As DropDownList)
    ddlCity.DataSource = GetDataTable("SELECT DISTINCT City FROM Customers WHERE City <> 'NULL'")
    ddlCity.DataTextField = "City"
    ddlCity.DataValueField = "City"
    ddlCity.DataBind()
    ddlCity.Items.FindByText(ViewState("SelectedCity").ToString()).Selected = True
End Sub

Screenshot