I use the .to_excel method of pandas to write a DataFrame as an Excel workbook. This works nice even for multi-index DataFrames as index cells become merged. When using the
Is there any way to do so
Currently no. There isn't a formatting mechanism like that in Pandas for formatting the Excel output (apart from a few hard-coded formats).
However, even if it was XlsxWriter doesn't currently support formatting cells after data is added. It is on TODO list.
Update:
As a workaround I recommend getting a reference to the underlying workbook and worksheet and overwriting any cells that you wish to be formatted with the same data from the Pandas dataframe and a XlsxWriter format.
See Working with Python Pandas and XlsxWriter.