The GridView fired event PageIndexChanging / Sorting which wasn't handled.

private string ConvertSortDirectionToSql(SortDirection sortDireciton)
{
string newSortDirection = String.Empty;

switch (sortDirection)
{
case SortDirection.Ascending:
newSortDirection = "ASC";
break;

case SortDirection.Descending:
newSortDirection = "DESC";
break;
}

return newSortDirection
}

protected void gridView_PageIndexChanging(object sender, GridViewPageEventArgs e)
{
// Add here your method for DataBinding
BindGridControl();


gridView.PageIndex = e.NewPageIndex;
gridView.DataBind();
}

protected void gridView_Sorting(object sender, GridViewSortEventArgs e)
{
DataTable dataTable = gridView.DataSource as DataTable;

if (dataTable != null)
{
DataView dataView = new DataView(dataTable);
dataView.Sort = e.SortExpression + " " + ConvertSortDirectionToSql(e.SortDirection);

gridView.DataSource = dataView;
gridView.DataBind();
}
}