using System.Data.Common;
using System.Data.SqlClient;
using Excel = Microsoft.Office.Interop.Excel;

using (DbConnection connection = new SqlConnection("server=.; user id=sa; 
    password=***; database=northwind"))
{
    connection.Open();

    DbCommand command = connection.CreateCommand();
    command.CommandType = System.Data.CommandType.Text;
    command.CommandText = "select EmployeeId, FirstName, LastName, Title
       from dbo.Employees";

    var reader = command.ExecuteReader();

    Excel.Application application = new Excel.Application();
    Excel.Workbook workbook = application.Workbooks.Add();
    Excel.Worksheet worksheet = workbook.ActiveSheet as Excel.Worksheet;

    var index = 1;
    while (reader.Read())
    {
        worksheet.Cells[index, 1] = reader.GetInt32(0).ToString();
        worksheet.Cells[index, 2] = reader.GetString(1);
        worksheet.Cells[index, 3] = reader.GetString(2);
        worksheet.Cells[index, 4] = reader.GetString(3);
        index++;
    }
    reader.Close();

    workbook.SaveAs(@"d:\employees.xlsx");
    workbook.Close();
    application.Quit();

    connection.Close();
}