Have you specified the gridview's width?
If Yes, then make sure that the width accommodates the padding/cell spacing as well.
Apply CSS styling to the Gridview like this
modify the below to fit your gridview
<asp:GridView ID="GridView1" runat="server" CssClass="mGrid1">
then add the below into your CSS sheet
modify the below to the setting that would suite you visual need.
.mGrid1
{
width: 100%;
font-family: tahoma;
}
.mGrid1 td
{
padding: 1px;
text-align:center;
width: 3%;
border: solid 1px black;
border-collapse: collapse;
}
.mGrid1 th
{
padding: 0px 0px;
border-width: 1px;
}
Hope this helps