import pymssql
import pandas as pd

server = 'ip'
username = 'user'
password = 'password'

cnxn = pymssql.connect(server, username, password, "tempdb")
cursor = cnxn.cursor()
cursor.execute("SELECT INFO, INFO2, \"GRUPO INFO\" FROM \"INFO3\".\"database\".\"subdatabase\";")
row = cursor.fetchone()

df = pd.DataFrame(columns=['A', 'B'])
writer = pd.ExcelWriter(
    'prueba.xlsx', engine='xlsxwriter')
df.to_excel(writer, sheet_name='Sheet1')
writer.save()