Good Morning, dharmendr.

Thank you very much for your help and attention.

I did a search and I found the solution.

link for reference

Export GridView To Word Excel PDF CSV Formats in ASP.Net

I applied CSS class textmode (mso number format) to each cell of the DataGrid. 

DataGrid gridViewMaster = new DataGrid();
gridViewMaster.DataSource = MyDataTable;
gridViewMaster.DataBind();
Response.AddHeader("content-disposition", string.Format("attachment;filename=" + arquivo + "", DateTime.Now.ToString("yyyy-MM-dd_HH-mm-ss")));                          Response.Charset = "";
Response.ContentType = "application/vnd.ms-excel";
System.IO.StringWriter stringWrite = new System.IO.StringWriter();
System.Web.UI.HtmlTextWriter htmlWrite = new HtmlTextWriter(stringWrite);
foreach (DataGridRow r in gridViewMaster.Rows)
    if (r.RowType == DataControlRowType.DataRow)
        for (int columnIndex = 0; columnIndex < r.Cells.Count; columnIndex++)
            r.Cells[columnIndex].Attributes.Add("class", "text");
gridViewMaster.RenderControl(htmlWrite);
string style = "<style> .text { mso-number-format:\\@; } </style>";
Response.Write(style);
Response.Write(stringWrite.ToString());
Response.End();