Please refer this code

Ref

Search GridView records (data) on TextBox KeyPress using jQuery in ASP.Net

HTML

<asp:GridView ID="GridView1" HeaderStyle-BackColor="#3AC0F2" HeaderStyle-ForeColor="White"
    runat="server" AutoGenerateColumns="false" OnDataBound="OnDataBound">
    <Columns>
        <asp:BoundField DataField="Id" HeaderText="Id" ItemStyle-Width="30" />
        <asp:BoundField DataField="Name" HeaderText="Name" ItemStyle-Width="100" />
        <asp:BoundField DataField="Country" HeaderText="Country" ItemStyle-Width="100" />
    </Columns>
</asp:GridView>
<script type="text/javascript" src="http://ajax.googleapis.com/ajax/libs/jquery/1.8.3/jquery.min.js"></script>
<script type="text/javascript" src="quicksearch.js"></script>
<script type="text/javascript">
    $(function () {
        $('.search_textbox').each(function (i) {
            $(this).quicksearch("[id*=GridView1] tr:not(:has(th))", {
                'testQuery': function (query, txt, row) {
                    if ($('.search_textbox').eq(i).attr('placeholder') == "Name") {
                        return $(row).children(":eq(" + 1 + ")").text().toLowerCase().indexOf(query[0].toLowerCase()) != -1;
                    }
                    else if ($('.search_textbox').eq(i).attr('placeholder') == "Country") {
                        return $(row).children(":eq(" + 2 + ")").text().toLowerCase().indexOf(query[0].toLowerCase()) != -1;
                    }
                }
            });
        });
    });
</script>

Namespace

Imports System.Data

VB.Net

Protected Sub Page_Load(sender As Object, e As EventArgs) Handles Me.Load
    If Not Me.IsPostBack Then
        Dim dt As New DataTable()
        dt.Columns.AddRange(New DataColumn(2) {New DataColumn("Id", GetType(Integer)), New DataColumn("Name", GetType(String)), New DataColumn("Country", GetType(String))})
        dt.Rows.Add(1, "John Hammond", "United States")
        dt.Rows.Add(2, "Mudassar Khan", "India")
        dt.Rows.Add(3, "Suzanne Mathews", "France")
        dt.Rows.Add(4, "Robert Schidner", "Russia")
        GridView1.DataSource = dt
        GridView1.DataBind()
    End If
End Sub

Protected Sub OnDataBound(sender As Object, e As EventArgs)
    Dim row As New GridViewRow(0, 0, DataControlRowType.Header, DataControlRowState.Normal)
    For i As Integer = 0 To GridView1.Columns.Count - 1
        Dim cell As New TableHeaderCell()
        If i <= GridView1.Columns.Count - 1 AndAlso i > 0 Then
            Dim txtSearch As New TextBox()
            txtSearch.Attributes("placeholder") = GridView1.Columns(i).HeaderText
            txtSearch.CssClass = "search_textbox"
            cell.Controls.Add(txtSearch)
        End If

        row.Controls.Add(cell)
    Next
    GridView1.HeaderRow.Parent.Controls.AddAt(1, row)
End Sub

Screenshot