Are you referring to exporting the data in a SSRS report to Excel ? OR are you referring to a report subscription ?

Please see if the below link helps you ...

https://social.msdn.microsoft.com/Forums/sqlserver/en-US/8dc0ab39-5a4e-4a24-81bc-1e36bd779df5/ssrs-report-exporting-to-excel-how-to-change-sheet-name-as-report-name-?forum=sqlreportingservices

Also you did not mention how you are exporting the one data set into multiple tabs.