[Solved] Fire DropDownList SelectedIndexChanged event without reloading page in ASP.Net

Put your DropDownList and GridView inside the Update Panel. Set the OnSelectedIndexChange Event and Set Auto Postback to true for DropDownList. You will be having the Partial Postback not full Postback.

Your page will be refreshed until you set it  as trigger in your update panel like this

<asp:updatepanel>
<contenttemplate>
// you dropdown and anything you want will come here
</contenttemplate>
<triggers>
<asp:AsyncPostBackTrigger controlid = "yourdropdownid" eventname="selectedindexchanged"/>
</triggers>
</asp:updatepanel>

In addition to what's recommended by Azim and Emad, you need to DataBind your gridview while postbacks.

Put this in your PageLoad Event Handler

if Not Me.IsPostBack then  'Runs on Page Load
   'Bla
Else 'Runs on Post Back
   GridView.DataBind()
End If