Datasource in gridview

If your datasource does not have data then show the message based on the datatable row count.

Before binding the datasource to grid, check for rows in the datatable. If there is any row then bind it or else show the message.
Ex:

// Sample snippet in C# - it was easy and quick for me to write
if(mygridsDataSourceTable.Rows.Count > 0)
{
  // BindGrid
}
else
{
  // Show message that there is no record. 
  // Show grid with Emptytextmessage
  // do whatever you like!
}