write the styles that you used for gridview like below to Response.Write(style);
string style = @"<style>.ui-widget-header {
border: 1px solid #4297d7;
background-color: #3B5998;
color: #ffffff;
font-weight: bold;
}
.ui-dialog-content {
position: relative;
border: 0;
padding: .5em 1em;
background: none;
overflow: auto;
background:#ffffff;
}</style>
";
Response.Clear();
Response.Buffer = true;
Response.ContentType = "application/vnd.ms-excel";
Response.AddHeader("content-disposition", "attachment;filename=DataCleaning.xls");
Response.Charset = "";
this.EnableViewState = false;
System.IO.StringWriter sw = new System.IO.StringWriter();
System.Web.UI.HtmlTextWriter htw = new System.Web.UI.HtmlTextWriter(sw);
grddataCleaning.RenderControl(htw);
Response.Write(style);
Response.Write(sw.ToString());
Response.End();