openpyxl

from openpyxl.workbook import Workbook

wb = Workbook()

ws1 = wb.create_sheet("Sheet1")
ws1.title = "Title1"
ws2 = wb.create_sheet("Sheet2")
ws2.title = "Title2"

wb.save(filename="filename.xlsx")

Here is what the above code is Doing:
1. Create a new workbook
2. Create a new worksheet named Sheet1
3. Rename Sheet1 to Title1
4. Create a new worksheet named Sheet2
5. Rename Sheet2 to Title2
6. Save the workbook as filename.xlsx