Hello Richard,
There was an issue when exporting a grid within an iframe (or RadWidow) when a RadMenu was also on the page: http://feedback.telerik.com/Project/108/Feedback/Details/118199-fix-radgrid-exporting-inside-an-iframe-radwindow-when-radmenu-is-present-on-the. Could you check if this is your case as well and if so - whether the solution provided in the page above helps? The issue should be resolved in later releases, so I would advise upgrading to the latest (Q1 2015 SP1 at the time of writing) and see if this helps.
Another common reason for such a problem is AJAX - if the grid is configured to perform AJAX requests, you would not be able to receive the exported file because of the way partial rendering works: http://www.telerik.com/help/aspnet-ajax/grid-export-with-ajax-enabled.html.
I just tried the scenario (I only had to make the button available on the page) and things seemed to work fine for me.
Thus, If neither of the above ideas help, I advise opening a ticket and sending us a small, runnable sample that showcases the issue, so we can debug it.
Regards,
Telerik
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