This method is talking about saving multiple worksheets as a single PDF file in Excel. Please do as follows:

1. Open the workbook whose worksheets you will save as single PDF file, and select these worksheets in the Sheet Tab bar simultaneously. See screenshot:

Notes:
(1) Holding the Ctrl key, you can select multiple nonadjacent worksheets in the Sheet Tab bar by selecting them one by one.
(2) Holding the Shift key, you can select multiple adjacent worksheets in the Sheet Tab bar by selecting the first one and the last one.

2. Click the File (or Office button) > Save As.

3. In the opening Save As dialog box, select the destination folder you will save the PDF file into, type a name for the new PDF file into the File name box, and select the PDF (*.pdf) from the Save as type drop down list. See screenshot:

4. Click the Save button.

So far, all selected worksheets are saved into one PDF file, and each worksheet stays in a separate page.

Sometimes, you may want to save multiple worksheets as many separate PDF files in Excel. Apart from repeating save each worksheet as a separate PDF file, Kutools for Excel’s Split Workbook utility can help you get it done with only several clicks in Excel.

1. Open the workbook whose worksheets you will save as separate PDF files, and click Kutools Plus > Workbook > Split Workbook.

2. In the Split Workbook dialog box, please do as follows:
(1) In the worksheet name section, please check the worksheets that you will save as separate PDF files;
(2) Check the Specify save format option;
(3) Click the drop down list under Specify save format option, and select PDF (*.pdf) from it. See screenshot:
(4) Click the Split button.

Notes:
(1) The Skip hidden worksheets option will prevent from splitting hidden worksheets and saving as separate files.
(2) The Skip blank worksheets option will prevent from splitting blank worksheets and saving as separate files.

3. In the opening Browse For Folder dialog box, select the destination folder you will save the PDF files into, and click the OK button.

So far all selected worksheets are saved as separate PDF files in the specified destination folder, and each PDF is named with corresponding worksheet name. See screenshot: