Introduction:
In this code you have to write the file name with the extension .xml and the code will create the xml file with that name and populate it.
Code:
using System;
using System.Data;
using System.Configuration;
using System.Collections;
using System.Web;
using System.Web.Security;
using System.Web.UI;
using System.Web.UI.WebControls;
using System.Web.UI.WebControls.WebParts;
using System.Web.UI.HtmlControls;
using System.Data.SqlClient;
using System.Xml.Serialization;
using System.Xml;
using System.IO;
public partial class ExportToXml : System.Web.UI.Page
{
    SqlConnection con = new SqlConnection(ConfigurationManager.ConnectionStrings["ExportImportCS"].ConnectionString); 
    protected void Page_Load(object sender, EventArgs e)
}
public void ConnectionXML()
{
    SqlCommand command = new SqlCommand();
    command.CommandText = "SELECT * FROM BookIssueDetails";
    command.CommandType = CommandType.Text;
    command.Connection = con;
    SqlDataAdapter da = new SqlDataAdapter(command); 
    DataSet ds = new DataSet();
    da.Fill(ds, "BookIssueDetails");
    if (ds.Tables[0].Rows.Count > 0)
    {
        grdXML.DataSource = ds;
        grdXML.DataBind();
    }
    // Get a FileStream object
    StreamWriter xmlDoc = new StreamWriter(Server.MapPath("~/FileTest/Testdo.xml"), false); 
    // Apply the WriteXml method to write an XML document
    ds.WriteXml(xmlDoc);
    xmlDoc.Close();
}
protected void btnExportToXml_Click(object sender, EventArgs e)
{
    ConnectionXML();
}
Source code Page View
<%@ Page Language="C#" AutoEventWireup="true" CodeFile="ExportToXml.aspx.cs" Inherits="ExportToXml" %>
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1 transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml" >
<head runat="server">
<title>Untitled Page</title>
</head>
<body>
<form id="form1" runat="server">
<div>
<asp:GridView ID="grdXML" runat="server">
</asp:GridView>
</div>
<asp:Button ID="btnExportToXml" runat="server" OnClick="btnExportToXml_Click" Text="EXPORT XML" />
</form>
</body>
</html>