workbook = writer.book
worksheet = writer.sheets['test']
font_fmt = workbook.add_format({'font_name': 'Arial', 'font_size': 10})
header_fmt = workbook.add_format({'font_name': 'Arial', 'font_size': 10,
    'bold': True})
worksheet.set_column('A:A', None, font_fmt)
worksheet.set_row(0, None, header_fmt)
writer.save()
pandas xlsxwriter, заголовок формата