Hi indradeo,

Using the article i have created the example.

Refer below code.

HTML

<asp:Button Text="Export" OnClick="ExportExcel" runat="server" />

Namespaces

C#

using System.Configuration;
using System.Data;
using System.Data.SqlClient;
using System.Diagnostics;
using System.IO;
using ClosedXML.Excel;

VB.Net

Imports System.Configuration
Imports System.Data
Imports System.Data.SqlClient
Imports System.Diagnostics
Imports System.IO
Imports ClosedXML.Excel

Code

C#

protected void ExportExcel(object sender, EventArgs e)
{
    string filePath = Server.MapPath("~/SqlExport.xlsx");
    string constr = ConfigurationManager.ConnectionStrings["constr"].ConnectionString;
    using (SqlConnection con = new SqlConnection(constr))
    {
        using (SqlCommand cmd = new SqlCommand("SELECT * FROM Customers"))
        {
            using (SqlDataAdapter sda = new SqlDataAdapter())
            {
                cmd.Connection = con;
                sda.SelectCommand = cmd;
                using (DataTable dt = new DataTable())
                {
                    sda.Fill(dt);
                    using (XLWorkbook wb = new XLWorkbook())
                    {
                        wb.Worksheets.Add(dt, "Customers");
                        using (MemoryStream ms = new MemoryStream())
                        {
                            wb.SaveAs(ms);
                            File.WriteAllBytes(filePath, ms.ToArray());
                        }
                    }
                }
            }
        }
    }

    if (File.Exists(filePath))
    {
        Process.Start(filePath);
    }
}

VB.Net

Protected Sub ExportExcel(ByVal sender As Object, ByVal e As EventArgs)
    Dim filePath As String = Server.MapPath("~/SqlExport.xlsx")
    Dim constr As String = ConfigurationManager.ConnectionStrings("constr").ConnectionString
    Using con As SqlConnection = New SqlConnection(constr)
        Using cmd As SqlCommand = New SqlCommand("SELECT * FROM Customers")
            Using sda As SqlDataAdapter = New SqlDataAdapter()
                cmd.Connection = con
                sda.SelectCommand = cmd
                Using dt As DataTable = New DataTable()
                    sda.Fill(dt)
                    Using wb As XLWorkbook = New XLWorkbook()
                        wb.Worksheets.Add(dt, "Customers")
                        Using ms As MemoryStream = New MemoryStream()
                            wb.SaveAs(ms)
                            File.WriteAllBytes(filePath, ms.ToArray())
                        End Using
                    End Using
                End Using
            End Using
        End Using
    End Using

    If File.Exists(filePath) Then
        Process.Start(filePath)
    End If
End Sub