Below a solution using the DCOM interface via the RDCOMClient. This is not my preferred solution as it only works on Windows. A plattform independent solution would still be appreciated.

library(RDCOMClient)
library(R.utils)

file <- "file.xlsx"                   # relative path to Excel file
ex <- COMCreate("Excel.Application")  # create COM object
file <- getAbsolutePath(file)         # convert to absolute path
book <- ex$workbooks()$Open(file)     # open Excel file
sheet <- book$Worksheets()$Item(1)    # pointer to first worksheet
sheet$Select()                        # select first worksheet
ex[["ActiveSheet"]]$ExportAsFixedFormat(Type=0,    # export as PDF
                                        Filename="my.pdf", 
                                        IgnorePrintAreas=FALSE)
ex[["ActiveWorkbook"]]$Save()         # save workbook
ex$Quit()                             # close Excel