Step 1>Connect to your databse and put a button on your form
step 2> Add given namespace
using System.Data;
using System.Data.SqlClient;
using System.IO;
step 3>Copy and paste given code on button click event
SqlCommand cmd = new SqlCommand("select * FROM [table]", conn);
SqlDataAdapter da = new SqlDataAdapter(cmd);
DataTable dt = new DataTable();
dt.TableName = "Records";
da.Fill(dt);
DataSet dS = new DataSet();
dS.DataSetName = "RecordSet";
dS.Tables.Add(dt);
StringWriter sw = new StringWriter();
dS.WriteXml(sw, XmlWriteMode.IgnoreSchema);
string s = sw.ToString();
string attachment = "attachment; filename=test.xml";
Response.ClearContent();
Response.ContentType = "application/xml";
Response.AddHeader("content-disposition", attachment);
Response.Write(s);
Response.End();
Step 4> Click on like button if its helpful for you