This study is concerned with the asynchronous bumpless transfer (ABT) problem for a class of switched linear systems with external disturbances. Asynchronous switching or transfer implies that the transfers between sub-controllers and between sub-plants are asynchronous, and ABT is to ensure that there is no controller/plant-induced bumps or undesirable transients to the process. Specifically, the ABT process is first divided into two parts: robust performance bumpless transfer (RPBT) between sub-plants and robust control bumpless transfer (RCBT) between sub-controllers. Then, with a set of pre-given sub-plants under disturbances and corresponding sub-controllers, the RPBT and RCBT design schemes are, respectively, proposed. The designed RPBT and RCBT compensators are based on model reference adaptive sliding mode control such that the switched system can perform smooth transitions during the whole asynchronous switching process. Furthermore, by using average dwell time technique, the condition for guaranteeing the switched closed-loop system to be stable under ABT is developed. Finally, numerical simulations demonstrate the effectiveness of the proposed method.