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方法有很多，我只用了最简单的方法

1.引用 COM组件 Excel.dll

2.实现如下

public void ExportExcel(){
   DataSet ds=this.DataSet;//取得dataGrid绑定的DataSet
   if(ds==null) return;

   string saveFileName="";
   bool fileSaved=false;
   SaveFileDialog saveDialog=new SaveFileDialog();
   saveDialog.DefaultExt ="xls";
   saveDialog.Filter="Excel文件|*.xls";
   saveDialog.FileName ="Sheet1";
   saveDialog.ShowDialog();
   saveFileName=saveDialog.FileName;
   if(saveFileName.IndexOf(":")<0) return; //被点了取消
   
   Excel.Application xlApp=new Excel.Application();

   if(xlApp==null){
    MessageBox.Show("无法创建Excel对象，可能您的机子未安装Excel");
    return;
   }

   Excel.Workbooks workbooks=xlApp.Workbooks;
   Excel.Workbook workbook=workbooks.Add(Excel.XlWBATemplate.xlWBATWorksheet);
   Excel.Worksheet worksheet=(Excel.Worksheet)workbook.Worksheets[1];//取得sheet1
   Excel.Range range;

   string oldCaption=this.CaptionText;
            long totalCount=ds.Tables[0].Rows.Count;
   long rowRead=0;
   float percent=0;

   worksheet.Cells[1,1]=this.CaptionText;
   //写入字段
   for(int i=0;i<ds.Tables[0].Columns.Count;i++){
    worksheet.Cells[2,i+1]=ds.Tables[0].Columns[i].ColumnName;  
    range=(Excel.Range)worksheet.Cells[2,i+1];
    range.Interior.ColorIndex = 15;
    range.Font.Bold = true;
  
   }
   //写入数值
   this.CaptionVisible = true;
   for(int r=0;r<ds.Tables[0].Rows.Count;r++){
    for(int i=0;i<ds.Tables[0].Columns.Count;i++){
     worksheet.Cells[r+3,i+1]=ds.Tables[0].Rows[r][i];     
    }
    rowRead++;
    percent=((float)(100*rowRead))/totalCount;    
    this.CaptionText = "正在导出数据["+ percent.ToString("0.00")  +"%]...";
    Application.DoEvents();
   }
   this.CaptionVisible = false;
   this.CaptionText = oldCaption;

   range=worksheet.get_Range(worksheet.Cells[2,1],worksheet.Cells[ds.Tables[0].Rows.Count+2,ds.Tables[0].Columns.Count]);
   range.BorderAround(Excel.XlLineStyle.xlContinuous,Excel.XlBorderWeight.xlThin,Excel.XlColorIndex.xlColorIndexAutomatic,null);
   
   range.Borders[Excel.XlBordersIndex.xlInsideHorizontal].ColorIndex = Excel.XlColorIndex.xlColorIndexAutomatic;
   range.Borders[Excel.XlBordersIndex.xlInsideHorizontal].LineStyle =Excel.XlLineStyle.xlContinuous;
   range.Borders[Excel.XlBordersIndex.xlInsideHorizontal].Weight =Excel.XlBorderWeight.xlThin;

   if(ds.Tables[0].Columns.Count>1){
    range.Borders[Excel.XlBordersIndex.xlInsideVertical].ColorIndex =Excel.XlColorIndex.xlColorIndexAutomatic;
    range.Borders[Excel.XlBordersIndex.xlInsideVertical].LineStyle = Excel.XlLineStyle.xlContinuous;
    range.Borders[Excel.XlBordersIndex.xlInsideVertical].Weight = Excel.XlBorderWeight.xlThin;
   }

   if(saveFileName!=""){    
    try{
     workbook.Saved =true;   
     workbook.SaveCopyAs(saveFileName);
     fileSaved=true;
    }catch(Exception ex){
     fileSaved=false;
     MessageBox.Show("导出文件时出错,文件可能正被打开！\n"+ex.Message);
    }
   }else{
    fileSaved=false;
   }   
   xlApp.Quit();   
   GC.Collect();//强行销毁
   if(fileSaved && File.Exists(saveFileName)) System.Diagnostics.Process.Start(saveFileName);
   
  }