Hello,

If your grid has no records in it, you can do an easy workaround.  You can check for no records in the button click event and if there are no records, you can add values to the first/header row so the header labels will be there.
 If you want to just export directly to a file, you can use the BeginExport event to modify the cells of the first/header row because you wont have any worksheet to work with if you do not create the workbook in the click event.

Notice how the BeginExport event gives me an argument (e) with all the information that I need.

Here is a code snippet of the buttonclick and the beginExport event handler.

private void btnExport_Click(object sender, RoutedEventArgs e)
        {
            DataPresenterExcelExporter exporter = new DataPresenterExcelExporter();
            Workbook wb = new Workbook(WorkbookFormat.Excel2007);
            wb.Worksheets.Add("TestWorkSheet");
            if (this.XamGrid.Records.Count == 0)
            {
                for (int i = 0; i < this.XamGrid.FieldLayouts[0].Fields.Count; i++)
                {
                    wb.Worksheets["TestWorkSheet"].Rows[0].Cells[i].Value = this.XamGrid.FieldLayouts[0].Fields[i].Label;
                }
                //handle if you dont want to create the workbook in code and comment out above if statement
                //exporter.BeginExport += new EventHandler<BeginExportEventArgs>(exporter_BeginExport);
            }
            exporter.Export(this.XamGrid, wb);
            wb.Save(@"C:\Users\sosterberg\Desktop\TestGridExport.xlsx");

            //If you choose to not create the workbook, use code similar to this and comment out above two lines.
            //exporter.Export(this.XamGrid, @"C:\Users\sosterberg\Desktop\TestGridExport.xlsx",                 WorkbookFormat.Excel2007);
        }

        void exporter_BeginExport(object sender, BeginExportEventArgs e)
        {
            for (int i = 0; i < e.DataPresenter.FieldLayouts[0].Fields.Count; i++)
            {
                e.CurrentWorksheet.Rows[0].Cells[i].Value = e.DataPresenter.FieldLayouts[0].Fields[i].Label;
            }
        }