Store your Current page number in Session
protected void GridViewIndexChanging(object sender, GridViewPageEventArgs e)
{
myGridView.PageIndex = e.NewPageIndex;
Session["pageNumber"] = e.NewPageIndex;
}
Call the session value in page load
if (!IsPostBack)
{
if (Session["pageNumber"] != null)
{
GridViewIndexChanged(myGridView, new GridViewPageEventArgs((int)Session["pageNumber"]));
}
}