Show message "no results" in gridview

Use EmptyDataText :

Example:

<asp:GridView ID="CustomersGridView" 
        runat="server"
        AutoGenerateColumns="true"
        DataSourceId="CustomersSqlDataSource" 
        EmptyDataText="No hay resultados.">        
        <EmptyDataRowStyle BackColor="LightBlue"
          ForeColor="Red"/>                
</asp:GridView>

To apply styles to the No hay resultados message, review the links that the SoftMolina user has placed in their answer .

GridView (Class)

define the template of:

EmptyDataRowStyle

with this you can specify that it will be shown when there is no data.