Your loop is fine except that you are writing each row of data into the same cell. I don't know xlswriter but I guess the first and second parameters are the row and column. If you want to write all the data as a table you will need to change these on each write operation.
Something like this (untested)?
import sqlite3
from xlsxwriter.workbook import Workbook
workbook = Workbook('output2.xlsx')
worksheet = workbook.add_worksheet()
conn=sqlite3.connect('test.sqlite')
c=conn.cursor()
c.execute("select * from abc")
mysel=c.execute("select * from abc ")
for i, row in enumerate(mysel):
print row
worksheet.write(i, 0, row[0])
worksheet.write(i, 1, row[1])
workbook.close()
To handle multiple columns you could do this
import sqlite3
from xlsxwriter.workbook import Workbook
workbook = Workbook('output2.xlsx')
worksheet = workbook.add_worksheet()
conn=sqlite3.connect('test.sqlite')
c=conn.cursor()
c.execute("select * from abc")
mysel=c.execute("select * from abc ")
for i, row in enumerate(mysel):
for j, value in enumerate(row):
worksheet.write(i, j, value)
workbook.close()