SSMS has a lot of customization features. By default when we copy query result it’s not include columns header. To enable this feature, just set the SSMS setting as

  1. From Tools menu, select “Options…”
  2. From left, Select “Query Results” and expand it
  3. Select “SQL Server” and Click on “Result to Grid”
  4. Now from right, Click on “Include columns header when copying or saving results”

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