Same GridView on postback

You need to pass the value of the DropDownList to your query in order to filter it

I have used the this link and made some changes like i am using the query not stored procedure.

Filter GridView Records using DropDownList in HeaderTemplate ( Header Row ) in ASP.Net

HTML:

<form id="form1" runat="server">
    <div>
        <asp:GridView ID="GridView1" runat="server" AutoGenerateColumns="false" AllowPaging="true"
            PageSize="10" Font-Names="Arial" Font-Size="11pt" AlternatingRowStyle-BackColor="#C2D69B"
            HeaderStyle-BackColor="green" OnPageIndexChanging="OnPaging">
            <Columns>
                <asp:BoundField DataField="ContactName" HeaderText="Contact Name" />
                <asp:BoundField DataField="City" HeaderText="City" />
                <asp:TemplateField>
                    <HeaderTemplate>
                        Country:
                        <asp:DropDownList ID="ddlCountry" runat="server" OnSelectedIndexChanged="CountryChanged"
                            AutoPostBack="true" AppendDataBoundItems="true">
                            <asp:ListItem Text="ALL" Value="ALL"></asp:ListItem>
                            <asp:ListItem Text="Top 10" Value="10"></asp:ListItem>
                        </asp:DropDownList>
                    </HeaderTemplate>
                    <ItemTemplate>
                        <%# Eval("Country") %>
                    </ItemTemplate>
                </asp:TemplateField>
                <asp:BoundField DataField="PostalCode" HeaderText="Postal Code" />
            </Columns>
        </asp:GridView>
    </div>
    </form>

C#:

 protected void Page_Load(object sender, EventArgs e)
    {
        if (!IsPostBack)
        {
            ViewState["Filter"] = "ALL";
            BindGrid();
        }
    }

    private void BindGrid()
    {
        DataTable dt = new DataTable();
        String strConnString = System.Configuration.ConfigurationManager
                    .ConnectionStrings["conString"].ConnectionString;
        SqlConnection con = new SqlConnection(strConnString);
        SqlDataAdapter sda = new SqlDataAdapter();
        string query = string.Empty;
        switch (ViewState["Filter"].ToString())
        {
            case "ALL":
                query = "SELECT ContactName, City, Country, PostalCode FROM Customers";
                break;
            case "10":
                query = "SELECT TOP 10 ContactName, City, Country, PostalCode FROM Customers";
                break;
            default:
                query = "SELECT  ContactName, City, Country, PostalCode FROM Customers WHERE Country=@Filter";
                break;
        }
        SqlCommand cmd = new SqlCommand(query);
        cmd.Parameters.AddWithValue("@Filter", ViewState["Filter"].ToString());
        cmd.Connection = con;
        sda.SelectCommand = cmd;
        sda.Fill(dt);
        GridView1.DataSource = dt;
        GridView1.DataBind();
        DropDownList ddlCountry =
            (DropDownList)GridView1.HeaderRow.FindControl("ddlCountry");
        this.BindCountryList(ddlCountry);
    }

    protected void CountryChanged(object sender, EventArgs e)
    {
        DropDownList ddlCountry = (DropDownList)sender;
        ViewState["Filter"] = ddlCountry.SelectedValue;
        this.BindGrid();
    }

    private void BindCountryList(DropDownList ddlCountry)
    {
        String strConnString = System.Configuration.ConfigurationManager
                    .ConnectionStrings["conString"].ConnectionString;
        SqlConnection con = new SqlConnection(strConnString);
        SqlDataAdapter sda = new SqlDataAdapter();
        SqlCommand cmd = new SqlCommand("select distinct Country" +
                        " from customers");
        cmd.Connection = con;
        con.Open();
        ddlCountry.DataSource = cmd.ExecuteReader();
        ddlCountry.DataTextField = "Country";
        ddlCountry.DataValueField = "Country";
        ddlCountry.DataBind();
        con.Close();
        ddlCountry.Items.FindByValue(ViewState["Filter"].ToString())
                .Selected = true;
    }

    protected void OnPaging(object sender, GridViewPageEventArgs e)
    {
        GridView1.PageIndex = e.NewPageIndex;
        this.BindGrid();
    }

Thank You.