The trick is to first copy the sheets to a new workbook. So you would need something like:
Dim oSh As Worksheet ThisWorkbook.Worksheets.Copy For Each oSh In ActiveWorkbook.Worksheets Application.DisplayAlerts = False oSh.SaveAs Filename:=FilePath, FileFormat:=xlCSV, CreateBackup:=False Application.DisplayAlerts = True Next ActiveWorkbook.Close False