I followed that tutorial about exporting Kendo Grid Data : http://www.kendoui.com/blogs/teamblog/posts/13-03-12/exporting_the_kendo_ui_grid_data_to_excel.aspx
Now I´
Really old question but:
To export all the pages use excel.allPages:
$("#grid").kendoGrid({ toolbar: ["excel"], excel: { allPages: true }, // .... });
See Example