When exporting an ASPxPivotGrid control to XLSX (or XLS) format, you can customize a cell appearance in the exported document using the PivotXlsxExportOptions.CustomizeCell (or PivotXlsExportOptions.CustomizeCell) event.
In this example, custom appearance settings (the azure background and italic font) are applied to the cells that correspond to the Pivot Grid's data area. The CustomizePivotCellEventArgs.ExportArea property is used to identify cell location in the exported Excel document. The cell format is set by the CustomizePivotCellEventArgs.Formatting property.