If it is the version of Office 2003, you can select the Format-Style and Format tab in the header editing mode, and then clear the format button, and the effect is the same.

Method 2: Enter the header editing mode (that is, select the header text), then open it, and click on the position shown below to find the border and shading.

Then click the bottom border, cancel the horizontal line below the header text, and pay attention to applying it to the "paragraph". Finally, click OK.