Here I have created sample that will help you out.
HTML
<div>
    <asp:GridView runat="server" ID="GridView1" AutoGenerateColumns="false">
        <Columns>
            <asp:BoundField DataField="Id" HeaderText="Id" />
            <asp:BoundField DataField="Name" HeaderText="Name" />
            <asp:BoundField DataField="Country" HeaderText="Country" />
        </Columns>
    </asp:GridView>
    <br />
    <asp:GridView runat="server" ID="GridView2" AutoGenerateColumns="false">
        <Columns>
            <asp:BoundField DataField="Id" HeaderText="Id" />
            <asp:BoundField DataField="Name" HeaderText="Name" />
            <asp:BoundField DataField="Country" HeaderText="Country" />
        </Columns>
    </asp:GridView>
    <br />
    <br />
    <asp:Button ID="bntExport" Text="Export" runat="server" OnClick="ExcelExport" />
</div>
C#
protected void Page_Load(object sender, EventArgs e)
{
    if (!IsPostBack)
    {
        DataTable dt = new DataTable();
        dt.Columns.AddRange(new DataColumn[3] { new DataColumn("Id", typeof(int)), new DataColumn("Name", typeof(string)), new DataColumn("Country", typeof(string)) });
        dt.Rows.Add(1, "John Hammond", "United States");
        dt.Rows.Add(2, "Mudassar Khan", "India");
        dt.Rows.Add(3, "Suzanne Mathews", "France");
        dt.Rows.Add(4, "Robert Schidner", "Russia");
        DataTable dt1 = dt.Clone();
        dt1.Rows.Add(1,"Sachin","India");
        dt1.Rows.Add(2,"Sangakara","SriLanka");
        dt1.Rows.Add(3,"Rickey","Australia");
        dt1.Rows.Add(4, "Kalis", "South Africa");
        GridView1.DataSource = dt;
        GridView1.DataBind();
        GridView2.DataSource = dt1;
        GridView2.DataBind();
    }
}
protected void ExcelExport(object sender, EventArgs e)
{
    GridView[] gvExcel = new GridView[] { GridView1, GridView2 };
    string[] name = new string[] { "Grid1", "Grid2" };
    var aCode = 65;
    int i = 0;
    using (XLWorkbook wb = new XLWorkbook())
    {
        foreach (GridView grid in gvExcel)
        {
            var ws = wb.Worksheets.Add(name[i]);              
            int rowIndex = 1;
            int columnIndex = 0;
            foreach (TableCell cell in grid.HeaderRow.Cells)
            {
                ws.Cell(string.Format("{0}{1}", Char.ConvertFromUtf32(aCode + columnIndex), rowIndex)).Value = cell.Text;
                ws.Cell(string.Format("{0}{1}", Char.ConvertFromUtf32(aCode + columnIndex), rowIndex)).Style.Border.OutsideBorder = XLBorderStyleValues.Thin;
                ws.Cell(string.Format("{0}{1}", Char.ConvertFromUtf32(aCode + columnIndex), rowIndex)).Style.Fill.BackgroundColor = XLColor.LightSlateGray;
                columnIndex++;
            }
            rowIndex++;
            foreach (GridViewRow row in grid.Rows)
            {
                int valueCount = 0;
                foreach (TableCell rowValue in row.Cells)
                {
                    ws.Cell(string.Format("{0}{1}", Char.ConvertFromUtf32(aCode + valueCount), rowIndex)).Value = rowValue.Text;
                    ws.Cell(string.Format("{0}{1}", Char.ConvertFromUtf32(aCode + valueCount), rowIndex)).Style.Border.OutsideBorder = XLBorderStyleValues.Thin;
                    valueCount++;
                }
                rowIndex++;
            }
            i++;
        }
        Response.Clear();
        Response.Buffer = true;
        Response.Charset = "";
        Response.ContentType = "application/vnd.openxmlformats-officedocument.spreadsheetml.sheet";
        Response.AddHeader("content-disposition", "attachment;filename=ExportMultiple.xlsx");
        using (MemoryStream MyMemoryStream = new MemoryStream())
        {
            wb.SaveAs(MyMemoryStream);
            MyMemoryStream.WriteTo(Response.OutputStream);
            Response.Flush();
            Response.End();
        }
    }
}
Screenshot
