Actually if you are on a Server version there are plug-ins that will allow you to do it.
Here is one:
https://confluence.atlassian.com/jira/how-to-add-comments-to-excel-export-316113321.html
Search the Market place for the others.
If your on the Cloud, Joe's right.
You can't.
You must be a registered user to add a comment. If you've already registered, sign in. Otherwise, register and sign in.
You must be a registered user to add a comment. If you've already registered, sign in. Otherwise, register and sign in.