We can add AutoNumber column by using Container.DataItemIndex property in html markup of the Gridview.
<title>Auto Number Cloumn in GridView </title>
</head>
<body>
<form id="form1" runat="server">
<asp:GridView ID="GridView1" runat="server"
AllowPaging="True" AutoGenerateColumns="False"
DataSourceID="SqlDataSource1" PageSize="6"
AlternatingRowStyle-BackColor="#006699"
AlternatingRowStyle-ForeColor="#FFFFFF" >
<Columns>
<asp:TemplateField HeaderText="Serial Number">
<ItemTemplate>
<%# Container.DataItemIndex + 1 %>
</ItemTemplate>
</asp:TemplateField>
<asp:BoundField DataField="Name" HeaderText="Name"
SortExpression="Name" />
<asp:BoundField DataField="Location" HeaderText="Location"
SortExpression="Location" />
</Columns>
</asp:GridView>
<asp:SqlDataSource ID="SqlDataSource1" runat="server"
ConnectionString="<%$ ConnectionStrings:ConnectionString %>"
SelectCommand="SELECT [Name], [Location] FROM [Details]">
</asp:SqlDataSource>