Thank you for contacting Telerik Support.
Currently, pdf exporter for RadGridView does not support page format functionality (like header, footer, page number). I have logged this feature reaquest in our Public Issue Tracking System - PITS. You can track its progress, subscribe for status changes and add your vote/comment to it at the following link - PITS issue. I have also updated the Telerik points to your account.
You can achieve your goal only when printing documents: RadPrintDocument
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