Hi mukesh1,

Use ClosedXml library and set the Freeze methos.

Refer below sample created using the below article.

Export GridView Data to Excel using OpenXml in ASP.Net

HTML

<asp:GridView ID="GridView1" runat="server" AutoGenerateColumns="false">
    <Columns>
        <asp:BoundField DataField="Id" HeaderText="Id" />
        <asp:BoundField DataField="Name" HeaderText="Name" />
        <asp:BoundField DataField="Country" HeaderText="Country" />
    </Columns>
</asp:GridView>
<br />
<asp:Button Text="Export" OnClick="ExportExcel" runat="server" />

Namespaces

C#

using System.IO;
using System.Data;
using ClosedXML.Excel;

VB.Net

Imports System.IO
Imports System.Data
Imports ClosedXML.Excel

Code

C#

protected void Page_Load(object sender, EventArgs e)
{
    if (!this.IsPostBack)
    {
        DataTable dt = new DataTable();
        dt.Columns.AddRange(new DataColumn[3] { new DataColumn("Id", typeof(int)),
                        new DataColumn("Name", typeof(string)),
                        new DataColumn("Country",typeof(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();
    }
}

protected void ExportExcel(object sender, EventArgs e)
{
    DataTable dt = new DataTable("Customers");
    foreach (TableCell cell in GridView1.HeaderRow.Cells)
    {
        dt.Columns.Add(cell.Text);
    }
    foreach (GridViewRow row in GridView1.Rows)
    {
        dt.Rows.Add();
        for (int i = 0; i < row.Cells.Count; i++)
        {
            dt.Rows[dt.Rows.Count - 1][i] = row.Cells[i].Text;
        }
    }
    using (XLWorkbook wb = new XLWorkbook())
    {
        IXLWorksheet ws = wb.Worksheets.Add(dt);
        ws.Tables.FirstOrDefault().Theme = XLTableTheme.None; // Clear Formatting.
        ws.Tables.FirstOrDefault().ShowAutoFilter = false; // Disable AutoFilter.
        ws.SheetView.Freeze(1, 1); // Freeze Rows and Columns.

        Response.Clear();
        Response.Buffer = true;
        Response.Charset = "";
        Response.ContentType = "application/vnd.openxmlformats-officedocument.spreadsheetml.sheet";
        Response.AddHeader("content-disposition", "attachment;filename=GridView.xlsx");
        using (MemoryStream ms = new MemoryStream())
        {
            wb.SaveAs(ms);
            ms.WriteTo(Response.OutputStream);
            Response.Flush();
            Response.End();
        }
    }
}

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 ExportExcel(sender As Object, e As EventArgs)
    Dim dt As New DataTable("Customers")
    For Each cell As TableCell In GridView1.HeaderRow.Cells
        dt.Columns.Add(cell.Text)
    Next
    For Each row As GridViewRow In GridView1.Rows
        dt.Rows.Add()
        For i As Integer = 0 To row.Cells.Count - 1
            dt.Rows(dt.Rows.Count - 1)(i) = row.Cells(i).Text
        Next
    Next
    Using wb As New XLWorkbook()
        Dim ws As IXLWorksheet = wb.Worksheets.Add(dt)
        ws.Tables.FirstOrDefault().Theme = XLTableTheme.None ' Clear Formatting.
        ws.Tables.FirstOrDefault().ShowAutoFilter = False ' Disable AutoFilter.
        ws.SheetView.Freeze(1, 1) ' Freeze Rows And Columns.

        Response.Clear()
        Response.Buffer = True
        Response.Charset = ""
        Response.ContentType = "application/vnd.openxmlformats-officedocument.spreadsheetml.sheet"
        Response.AddHeader("content-disposition", "attachment;filename=GridView.xlsx")
        Using ms As New MemoryStream()
            wb.SaveAs(ms)
            ms.WriteTo(Response.OutputStream)
            Response.Flush()
            Response.End()
        End Using
    End Using
End Sub

Screenshot