Its very easy to implement
Step 1: Add a new web form.
Step 2: Add a GridView control
  1. <asp:GridView ID="GridView1" runat="server">
  2. </asp:GridView>
Step 3: Fetch data from database and bind it to gridview control.
Step 4: Add the following jQuery.
  1. $(document).ready(function ()
  2. {
  3. $("th").click(function ()
  4. {
  5. var columnIndex = $(this).index();
  6. var tdArray = $(this).closest("table").find("tr td:nth-child(" + (columnIndex + 1) + ")");
  7. tdArray.sort(function (p, n)
  8. {
  9. var pData = $(p).text();
  10. var nData = $(n).text();
  11. return pData < nData ? -1 : 1;
  12. });
  13. tdArray.each(function ()
  14. {
  15. var row = $(this).parent();
  16. $("#GridView1").append(row);
  17. });
  18. });
  19. })
Refer:- gridview sorting using jquery in asp.net
Output:-
Jquery gridview sorting