Generate and download the .csv file.

using System;
using System.Configuration;
using System.Data;
using System.Data.SqlClient;

public partial class _Default : System.Web.UI.Page
{
    protected void Page_Load(object sender, EventArgs e)
    {
       
    }

    protected void btnDownload_Click(object sender, EventArgs e)
    {
        string constr = ConfigurationManager.ConnectionStrings["conn"].ConnectionString;
        using (SqlConnection con = new SqlConnection(constr))
        {
            using (SqlCommand cmd = new SqlCommand("SELECT * FROM UserTable"))
            {
                using (SqlDataAdapter sda = new SqlDataAdapter())
                {
                    cmd.Connection = con;
                    sda.SelectCommand = cmd;
                    using (DataTable dt = new DataTable())
                    {
                        sda.Fill(dt);

                        //Build the CSV file data as a Comma separated string.
                        string csv = string.Empty;

                        foreach (DataColumn column in dt.Columns)
                        {
                            //Add the Header row for CSV file.
                            csv += column.ColumnName + ',';
                        }

                        //Add new line.
                        csv += "\r\n";

                        foreach (DataRow row in dt.Rows)
                        {
                            foreach (DataColumn column in dt.Columns)
                            {
                                //Add the Data rows.
                                csv += row[column.ColumnName].ToString().Replace(",", ";") + ',';
                            }

                            //Add new line.
                            csv += "\r\n";
                        }

                     //Download the CSV file.
                     Response.Clear();
                     Response.Buffer = true;
                     Response.AddHeader("content-disposition", "attachment;filename=SqlDataInCSVFile.csv");
                     Response.Charset = "";
                     Response.ContentType = "application/text";
                     Response.Output.Write(csv);
                     Response.Flush();
                     Response.End();
                    }
                }
            }
        }

    }
}