You can turn paging and/or sorting off, rebind the grid, export to Excel, then turn paging and/or sorting back on. If you have a multi-page gridview, this will render it to one page for export to Excel and then render it back to where it was. The down side is that it could be a bit slow for large text files.
GridView.AllowPaging = False
GridView.AllowSorting = False
GridView.DataBind()
' Your export routing goes here
GridView.AllowPaging = True
GridView.AllowSorting = True
GridView.DataBind()