import pandas as pd
data = pd.DataFrame({'test_data': [1, 2, 3, 4, 5]})
writer = pd.ExcelWriter('test.xlsx', engine='xlsxwriter')
pd.core.format.header_style = None
data.to_excel(writer, sheet_name='test', index=False)
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