Trying this example from the documentation
writer = ExcelWriter(\'output.xlsx\') df1.to_excel(writer,\'Sheet1\') df2.to_excel(writer,\'Sheet2\') writer.save
For fast solution replace this
xcell.style = xcell.style.copy(**style_kwargs)
with
pass
At pandas/io/excel.py line 778.
openpyxl upgraded their api and pandas also need to be updated for support openpyxl.