Display Hindi text from Database saved in Integer value in ASP.Net RDLC report in C#

There is no need to use the Expression. You can update the DataTable column using the function before assigning to the ReportDataSource.

protected void Page_Load(object sender, EventArgs e)
{
    if (!IsPostBack)
    {
        string strSQL = "select * from RAJ_AAJ_KA_VICHAR";
        OleDbDataAdapter oAdap = new OleDbDataAdapter(strSQL, DB);

        DataTable DT = new DataTable();
        oAdap.Fill(DT);
        foreach (DataRow dr in DT.Rows)
        {
            dr["unicode"] = Hindi_Devnagari_Unicode(dr["unicode"].ToString());
        }

        RV.LocalReport.ReportPath = Server.MapPath("~") + "rajbhasha.rdlc";
        RV.LocalReport.DataSources.Clear();
        ReportDataSource DataSource = new ReportDataSource("DataSet1", DT);
        RV.LocalReport.DataSources.Add(DataSource);
        RV.Visible = true;
    }
}

public string Hindi_Devnagari_Unicode(string input)
{
    System.Text.RegularExpressions.Regex regex = new System.Text.RegularExpressions.Regex(@"([0-9A-Fa-f]{4});");
    return regex.Replace(input.Replace("&#", ""), match => ((char)Int32.Parse(match.Groups[1].Value, System.Globalization.NumberStyles.Integer)).ToString());
}