I assume you're talking about a custom widget on your domain. If it's based on the export widget that I've seen floating around internally, as far as I know it only exports to CSV. Do you have a version does PDFs?
You do have the option of just opening the CSV file in Excel and exporting a PDF manually, that's probably the easiest option.
If you need direct PDF export and are willing and able to do some customizing of the widget you could use a library like http://pdfmake.org/playground.html or https://parall.ax/products/jspdf to generate a PDF in the browser.