Hi .. I Think just add for filter expresion in my code below, i added one textbox as control
Protected Sub OnDataBound(sender As Object, e As EventArgs)
Dim row As New GridViewRow(0, 0, DataControlRowType.Header, DataControlRowState.Normal)
For i As Integer = 0 To gv_siswa.Columns.Count - 1
Dim cell As New TableHeaderCell()
Dim txtsearch As New TextBox()
txtsearch.Attributes("Placeholder") = gv_siswa.Columns(i).HeaderText
txtsearch.CssClass = "textbox"
cell.Controls.Add(txtsearch)
row.Controls.Add(cell)
Next
gv_siswa.HeaderRow.Parent.Controls.AddAt(1, row)
End Sub