File Extension validation for multiple files in FileUpload control using CustomValidator in ASP.Net

It is not possible with RegularExpression validator. You will need to use CustomValidator and JavaScript

<asp:FileUpload ID="FileUpload1" runat="server" AllowMultiple="true" />
<asp:Button Text="Upload" runat="server" />
<asp:CustomValidator ID="CustomValidator1" runat="server" ForeColor ="Red" ErrorMessage="CustomValidator" ControlToValidate ="FileUpload1" ClientValidationFunction ="ValidateFileExtension"></asp:CustomValidator>
<script type="text/javascript">
    var validFilesTypes = ["docx", "pdf"];
    function ValidateFileExtension(sender, args) {
        var fileUpload = document.getElementById(sender.controltovalidate);
        var hasValidFile = true;
        var paths = fileUpload.value.split(',');
        for (var i = 0; i < paths.length; i++) {
            var ext = paths[i].substring(paths[i].lastIndexOf(".") + 1, paths[i].length).toLowerCase();
            var isValidFile = false;
            for (var j = 0; j < validFilesTypes.length; j++) {
                if (ext == validFilesTypes[j]) {
                    isValidFile = true;
                    break;
                }
            }
            if (!isValidFile) {
                hasValidFile = false;
                break;
            }
        }
        if (!hasValidFile) {
            sender.innerHTML = "Invalid File. Please upload a File with" +
                " extension:\n\n" + validFilesTypes.join(", ");
        }
        args.IsValid = hasValidFile;
    }
</script>

Screenshot