Depending on the environment you're wanting to do this in, it is possible by using the Excel Interop. It's quite a mess dealing with COM however and ensuring you clear up resources else Excel instances stay hanging around on your machine.
Checkout this MSDN Example if you want to learn more.
Depending on your format you could produce CSV or SpreadsheetML yourself, thats not too hard. Other alternatives are to use 3rd party libraries to do it. Obviously they cost money though.