Following his departure from the WWF, Bagwell began performing for Jimmy Hart's newly founded X Wrestling Federation, which taped television matches at Universal Studios Florida on November 12 and 13, 2001. In addition to the XWF, Bagwell toured Europe and Australia with the World Wrestling All-Stars. In the autumn of 2001, he competed in the Inception pay-per-view where he won an open battle royal before losing to Jeff Jarrett in the semi-finals of the WWA World Heavyweight Championship tournament. A United Kingdom tour followed, where he mostly faced Stevie Ray and defeated him in several matches. He continued with the WWA into 2002, where in April, he took part in the Eruption pay-per-view. This time, he teamed up with his WWA rival Stevie Ray in an unsuccessful effort against Brian Christopher and Ernest Miller. In the autumn of 2002, he toured the UK and took part in the Retribution pay-per-view. During this tour, he often took part in the main event as a tag team match also involving Sting, Lex Luger and Nathan Jones. At the pay-per-view, he teamed up with Johnny Swinger to face Norman Smiley and Malice in a losing effort.