1. Enclose the <asp:datagrid></asp:datagrid> tag inside the <div></div> tag.
2. Write a JavaScript function which takes care of printing the content from <div> tag.

<script language=javascript>
function CallPrint(strid)
{
 var prtContent = document.getElementById(strid);
 var WinPrint = window.open('','','letf=0,top=0,width=1,height=1,toolbar=0,scrollbars=0,status=0');
 WinPrint.document.write(prtContent.innerHTML);
 WinPrint.document.close();
 WinPrint.focus();
 WinPrint.print();
 WinPrint.close();
 prtContent.innerHTML=strOldOne;
}
</script>

<div id="divPrint">
<asp:datagrid>
.....
.....
.....
</asp:datagrid>
</div>
<asp:button ID="btnPrint" onClick="javascript:CallPrint('divPrint');" Runat=Server />